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This paper considers a MIMO Integrated Sensing and Communication (ISAC) system, where a base station simultaneously serves a MIMO communication user and a remote MIMO sensing receiver, without channel state information (CSI) at the…

Signal Processing · Electrical Eng. & Systems 2025-06-12 Alex Obando , Saman Atapattu , Prathapasinghe Dharmawansa , Akram Hourani , Kandeepan Sithamparanathan

We study the statistical decision process of detecting the low-rank signal from various signal-plus-noise type data matrices, known as the spiked random matrix models. We first show that the principal component analysis can be improved by…

Statistics Theory · Mathematics 2023-01-18 Ji Hyung Jung , Hye Won Chung , Ji Oon Lee

Spectral methods are widely used to estimate eigenvectors of a low-rank signal matrix subject to noise. These methods use the leading eigenspace of an observed matrix to estimate this low-rank signal. Typically, the entrywise estimation…

Statistics Theory · Mathematics 2024-11-01 Hao Yan , Keith Levin

We consider high-dimensional measurement errors with high-frequency data. Our objective is on recovering the high-dimensional cross-sectional covariance matrix of the random errors with optimality. In this problem, not all components of the…

Statistics Theory · Mathematics 2024-04-03 Jinyuan Chang , Qiao Hu , Cheng Liu , Cheng Yong Tang

In this work, we aim to provide a new and efficient recursive detection method for temporarily monitored signals. Motivated by the case of the propagation of an event over a field of sensors, we assumed that the change in the statistical…

Applications · Statistics 2022-03-17 V. Watson , F. Septier , P. Armand , C. Duchenne

In this paper, we exploit the spiked covariance structure of the clutter plus noise covariance matrix for radar signal processing. Using state-of-the-art techniques high dimensional statistics, we propose a nonlinear shrinkage-based…

Signal Processing · Electrical Eng. & Systems 2023-02-07 Shashwat Jain , Vikram Krishnamurthy , Muralidhar Rangaswamy , Bosung Kang , Sandeep Gogineni

The problem of quickest change detection (QCD) in autoregressive (AR) models is investigated. A system is being monitored with sequentially observed samples. At some unknown time, a disturbance signal occurs and changes the distribution of…

Signal Processing · Electrical Eng. & Systems 2023-10-16 Zhongchang Sun , Shaofeng Zou

Estimating the eigenvalues of a population covariance matrix from a sample covariance matrix is a problem of fundamental importance in multivariate statistics; the eigenvalues of covariance matrices play a key role in many widely…

Statistics Theory · Mathematics 2007-06-13 Noureddine El Karoui

In this paper, we consider a non-Bayesian sequential change detection based on the Cumulative Sum (CUSUM) algorithm employed by an energy harvesting sensor where the distributions before and after the change are assumed to be known. In a…

Applications · Statistics 2020-01-15 Subhrakanti Dey

One of the major challenges in multivariate analysis is the estimation of population covariance matrix from sample covariance matrix (SCM). Most recent covariance matrix estimators use either shrinkage transformations or asymptotic results…

Methodology · Statistics 2019-12-10 Samruddhi Deshmukh , Amartansh Dubey

This paper presents a unified analytical and optimization framework for Standard Condition Number (SCN)-based detection in MIMO Integrated Sensing and Communication (ISAC) systems operating under noise uncertainty. Conventional detectors…

Signal Processing · Electrical Eng. & Systems 2026-03-13 Alex Obando , Tharindu Udupitiya , Saman Atapattu , Kandeepan Sithamparanathan

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

We present new, original and alternative method for searching signals coded in noisy data. The method is based on the properties of random matrix eigenvalue spectra. First, we describe general ideas and support them with results of…

Data Analysis, Statistics and Probability · Physics 2015-05-28 D. Grech , J. Miskiewicz

Recent work has generalized several results concerning the well-understood spiked Wigner matrix model of a low-rank signal matrix corrupted by additive i.i.d. Gaussian noise to the inhomogeneous case, where the noise has a variance profile.…

Statistics Theory · Mathematics 2025-10-10 Debsurya De , Dmitriy Kunisky

We consider the problem of detecting signals in the rank-one signal-plus-noise data matrix models that generalize the spiked Wishart matrices. We show that the principal component analysis can be improved by pre-transforming the matrix…

Statistics Theory · Mathematics 2021-04-29 Ji Hyung Jung , Hye Won Chung , Ji Oon Lee

In this paper, a signal detection method based on the denoise diffusion model (DM) is proposed, which outperforms the maximum likelihood (ML) estimation method that has long been regarded as the optimal signal detection technique.…

Systems and Control · Electrical Eng. & Systems 2025-01-14 Xiucheng Wang , Peilin Zheng , Nan Cheng

Spectral estimators are fundamental in lowrank matrix models and arise throughout machine learning and statistics, with applications including network analysis, matrix completion and PCA. These estimators aim to recover the leading…

Statistics Theory · Mathematics 2025-02-17 Hao Yan , Keith Levin

Energy detection process for enabling opportunistic spectrum access in dynamic primary user (PU) scenarios, where PU changes state from active to inactive at random time instances, requires estimation of several parameters ranging from…

Information Theory · Computer Science 2020-03-23 Jakub Nikonowicz , Aamir Mahmood , Mikael Gidlund

The maximum likelihood detection rule for a four-dimensional direct-detection optical front-end is derived. The four dimensions are two intensities and two differential phases. Three different signal processing algorithms, composed of…

Information Theory · Computer Science 2021-05-31 Amir Tasbihi , Frank R. Kschischang

The problem of quickest anomaly detection in networks with unlabeled samples is studied. At some unknown time, an anomaly emerges in the network and changes the data-generating distribution of some unknown sensor. The data vector received…

Signal Processing · Electrical Eng. & Systems 2023-04-19 Zhongchang Sun , Shaofeng Zou