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Signal detection in colored noise with an unknown covariance matrix has a myriad of applications in diverse scientific/engineering fields. The test statistic is the largest generalized eigenvalue (l.g.e.) of the whitened sample covariance…

Information Theory · Computer Science 2019-02-08 Lahiru D. Chamain , Prathapasinghe Dharmawansa , Saman Atapattu , Chintha Tellambura

Constant-envelope signals are widely used in mobile edge applications and wireless communication systems for their hardware-friendly design, energy efficiency, and reliability. However, reliable detection with simple, power-efficient…

Signal Processing · Electrical Eng. & Systems 2025-11-25 Mu Jia , Junting Chen , Ying-Chang Liang , Pooi-Yuen Kam

Estimating the number of sources received by an antenna array have been well known and investigated since the starting of array signal processing. Accurate estimation of such parameter is critical in many applications that involve prior…

Information Theory · Computer Science 2018-10-24 Tara Salman , Ahmed Badawy , Tarek M. Elfouly , Amr Mohamed , Tamer Khattab

This paper deals with the problem of estimating the covariance matrix of a series of independent multivariate observations, in the case where the dimension of each observation is of the same order as the number of observations. Although…

Information Theory · Computer Science 2015-06-03 Jianfeng Yao , Abla Kammoun , Jamal Najim

In a mixed generalized linear model, the goal is to learn multiple signals from unlabeled observations: each sample comes from exactly one signal, but it is not known which one. We consider the prototypical problem of estimating two…

Statistics Theory · Mathematics 2026-01-12 Yihan Zhang , Marco Mondelli , Ramji Venkataramanan

The measurement data collected from the supervisory control and data acquisition (SCADA) system installed in distribution network can reflect the operational state of the network effectively. In this paper, a random matrix theory (RMT)…

Applications · Statistics 2020-03-12 Xin Shi , Robert Qiu , Xing He , Zenan Ling , Haosen Yang , Lei Chu

In many statistical signal processing applications, the estimation of nuisance parameters and parameters of interest is strongly linked to the resulting performance. Generally, these applications deal with complex data. This paper focuses…

Applications · Statistics 2016-08-24 Melanie Mahot , Philippe Forster , Frederic Pascal , Jean-Philippe Ovarlez

Cooperative spectrum sensing based on the limiting eigenvalue ratio of the covariance matrix offers superior detection performance and overcomes the noise uncertainty problem. While an exact expression exists, it is complex and multiple…

Signal Processing · Electrical Eng. & Systems 2019-09-04 Fuhui Zhou , Norman C. Beaulieu

Distributed estimation based on measurements from multiple wireless sensors is investigated. It is assumed that a group of sensors observe the same quantity in independent additive observation noises with possibly different variances. The…

Information Theory · Computer Science 2009-11-13 Shuguang Cui , Jinjun Xiao , Andrea Goldsmith , Zhi-Quan Luo , H. Vincent Poor

This paper considers the problem of selecting a set of $k$ measurements from $n$ available sensor observations. The selected measurements should minimize a certain error function assessing the error in estimating a certain $m$ dimensional…

Information Theory · Computer Science 2016-12-15 Khalil Elkhalil , Abla Kammoun , Tareq Y. Al-Naffouri , Mohamed-Slim Alouini

In this dissertation we propose alternative analysis of distributed stochastic gradient descent (SGD) algorithms that rely on spectral properties of the data covariance. As a consequence we can relate questions pertaining to speedups and…

Optimization and Control · Mathematics 2016-09-03 Avleen S. Bijral

Machine learning--based anomaly detection (AD) methods are promising tools for extending the coverage of searches for physics beyond the Standard Model (BSM). One class of AD methods that has received significant attention is resonant…

Performance accuracy of the Euclidean Distance Discriminant rule (EDDR) is studied in the high-dimensional asymptotic framework which allows the dimensionality to exceed sample size. Under mild assumptions on the traces of the covariance…

Statistics Theory · Mathematics 2014-03-04 H. Watanabe , M. Hyodo , T. Seo , T. Pavlenko

We consider the problem of distributed estimation of an unknown deterministic scalar parameter (the target signal) in a wireless sensor network (WSN), where each sensor receives a single snapshot of the field. We assume that the observation…

Information Theory · Computer Science 2015-10-09 Qing Zhou , Di Li , Soummya Kar , Lauren Huie , H. Vincent Poor , Shuguang Cui

In this paper, using tools from asymptotic random matrix theory, a new cooperative scheme for frequency band sensing is introduced for both AWGN and fading channels. Unlike previous works in the field, the new scheme does not require the…

Information Theory · Computer Science 2008-03-06 L. S. Cardoso , M. Debbah , P. Bianchi , J. Najim

We study spectral algorithms in the setting where kernels are learned from data. We introduce the effective span dimension (ESD), an alignment-sensitive complexity measure that depends jointly on the signal, spectrum, and noise level…

Machine Learning · Computer Science 2026-05-12 Dongming Huang , Zhifan Li , Yicheng Li , Qian Lin

We investigate the asymptotics of eigenvalues of sample covariance matrices associated with a class of non-independent Gaussian processes (separable and temporally stationary) under the Kolmogorov asymptotic regime. The limiting spectral…

Probability · Mathematics 2019-10-11 Tiebin Mi , Robert Caiming Qiu

The problem of decentralized detection in a sensor network subjected to a total average power constraint and all nodes sharing a common bandwidth is investigated. The bandwidth constraint is taken into account by assuming non-orthogonal…

Information Theory · Computer Science 2007-07-13 Sudharman K. Jayaweera

The paper studies the problem of distributed parameter estimation in multi-agent networks with exponential family observation statistics. A certainty-equivalence type distributed estimator of the consensus + innovations form is proposed in…

Probability · Mathematics 2014-02-04 Soummya Kar , Jose Moura

Sample correlation matrices are employed ubiquitously in statistics. However, quite surprisingly, little is known about their asymptotic spectral properties for high-dimensional data, particularly beyond the case of "null models" for which…

Statistics Theory · Mathematics 2019-03-13 David Morales-Jimenez , Iain M. Johnstone , Matthew R. McKay , Jeha Yang