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UMP invariance of the multirank adaptive coherence estimator

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2 Author(s)
Kraut, S. ; Dept. of Math. & Stat., Kingston, Ont., Canada ; Scharf, L.L.

The adaptive coherence estimator, or ACE, is a uniformly most powerful (UMP)-invariant detection statistic is presented in this paper. The proof that ACE is a one-dimensional maximal invariant was based on a relatively simple extension of an earlier work done by the authors on maximal invariant statistics for detection of rank-1 signals. In this paper we consider the multirank version of ACE, needed for scenarios when the signal waveform is uncertain. It also can be shown to be a maximal invariant, and by extension UMP-invariant, but the proof requires a more detailed analysis of the transformation group properties.

Published in:

Signals, Systems and Computers, 2004. Conference Record of the Thirty-Seventh Asilomar Conference on  (Volume:2 )

Date of Conference:

9-12 Nov. 2003