Detection of a Signal in Colored Noise: A Random Matrix Theory Based Analysis
Detection of a Signal in Colored Noise: A Random Matrix Theory Based Analysis
This paper investigates the classical statistical signal processing problem of detecting a signal in the presence of colored noise with an unknown covariance matrix. In particular, we consider a scenario where <i xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">m</i> -dimensional <i xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">p</i> possible signal-plus-noise samples and <i xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">m</i> -dimensional <i xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">n</i> noise-only …