Name
Abstract | ||
|---|---|---|
This paper considers the problem of testing for the independence among multiple random vectors with each random vector representing a time series captured at one sensor. Implementing the Generalized Likelihood Ratio Test involves testing the null hypothesis that the composite covariance matrix of the channels is block-diagonal through the use of a generalized Hadamard ratio. These results are then extended to the problem of detecting the presence of correlated time series when several observers each employ an array of sensors. Assuming wide-sense stationary processes in both time and space, results on large block-Toeplitz matrices suggest the use of a broadband integral of a frequency-wavenumber dependent Hadamard ratio as an alternative test statistic. |
Year | DOI | Venue |
|---|---|---|
2014 | 10.1109/ICASSP.2014.6854151 | Acoustics, Speech and Signal Processing |
Keywords | Field | DocType |
Hadamard matrices,Toeplitz matrices,array signal processing,covariance matrices,signal detection,time series,vectors,block-diagonal channels,broadband integral,composite covariance matrix,correlated time series,frequency-wavenumber dependent Hadamard ratio,generalized Hadamard ratio,generalized likelihood ratio test,large block-Toeplitz matrices,multiple random vectors,null hypothesis,sensor array,wide-sense stationary processes,Broadband Coherence,Cross-Spectral Matrix,Generalized Likelihood Ratio Test,Multichannel Signal Detection | Mathematical optimization,Estimation of covariance matrices,Test statistic,Likelihood-ratio test,Computer science,Null hypothesis,Matrix (mathematics),Multivariate random variable,Covariance matrix,Hadamard transform | Conference |
ISSN | Citations | PageRank |
1520-6149 | 0 | 0.34 |
References | Authors | |
6 | 3 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Nick Harold Klausner | 1 | 15 | 4.30 |
| Mahmood R. Azimi-sadjadi | 2 | 75 | 20.85 |
| Louis L. Scharf | 3 | 2525 | 414.45 |