A Novel Detection Scheme with Multiple Observations for Sparse Signal Based on Likelihood Ratio Test with Sparse Estimation

Hongbo Zhao, Lei Chen, Wenquan Feng and Chuan Lei

Mathematical Problems in Engineering, 2016, vol. 2016, 1-14

Abstract:

Recently, the problem of detecting unknown and arbitrary sparse signals has attracted much attention from researchers in various fields. However, there remains a peck of difficulties and challenges as the key information is only contained in a small fraction of the signal and due to the absence of prior information. In this paper, we consider a more general and practical scenario of multiple observations with no prior information except for the sparsity of the signal. A new detection scheme referred to as the likelihood ratio test with sparse estimation (LRT-SE) is presented. Under the Neyman-Pearson testing framework, LRT-SE estimates the unknown signal by employing the -minimization technique from compressive sensing theory. The detection performance of LRT-SE is preliminarily analyzed in terms of error probabilities in finite size and Chernoff consistency in high dimensional condition. The error exponent is introduced to describe the decay rate of the error probability as observations number grows. Finally, these properties of LRT-SE are demonstrated based on the experimental results of synthetic sparse signals and sparse signals from real satellite telemetry data. It could be concluded that the proposed detection scheme performs very close to the optimal detector.

Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:8535486

DOI: 10.1155/2016/8535486

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