Numerical computation of Wishart eigenvalue distributions for multistatic radar detection
Description
Eigenvalues of the Gram matrix formed from received data frequently appear in sufficient detection statistics for multi-channel detection with Generalized Likelihood Ratio (GLRT) and Bayesian tests. In a frequently presented model for passive radar, in which the null hypothesis is that the channels are independent and contain only complex white Gaussian noise and the alternative hypothesis is that the channels contain a common rank-one signal in the mean, the GLRT statistic is the largest eigenvalue $\lambda_1$ of the Gram matrix formed from data. This Gram matrix has a Wishart distribution. Although exact expressions for the distribution of $\lambda_1$ are known under both hypotheses, numerically calculating values of these distribution functions presents difficulties in cases where the dimension of the data vectors is large. This dissertation presents tractable methods for computing the distribution of $\lambda_1$ under both the null and alternative hypotheses through a technique of expanding known expressions for the distribution of $\lambda_1$ as inner products of orthogonal polynomials. These newly presented expressions for the distribution allow for computation of detection thresholds and receiver operating characteristic curves to arbitrary precision in floating point arithmetic. This represents a significant advancement over the state of the art in a problem that could previously only be addressed by Monte Carlo methods.
Date Created
The date the item was original created (prior to any relationship with the ASU Digital Repositories.)
2019
Agent
- Author (aut): Jones, Scott, Ph.D
- Thesis advisor (ths): Cochran, Douglas
- Committee member: Berisha, Visar
- Committee member: Bliss, Daniel
- Committee member: Kosut, Oliver
- Committee member: Richmond, Christ
- Publisher (pbl): Arizona State University