Optimal Sparse Sampling for Detection of a Known Signal in Nonwhite Gaussian Noise

We address the problem of sparse sampling pattern design to maximize detection for a deterministic signal in colored noise. We model a colored noise as a continuous-time autoregressive process, which is obtained by passing a white noise through a causal linear-time invariant filter. This noise modeling is crucial to the development of the optimal sampling pattern design for a given number of sensors. We obtain a closed form expression for the whitening filter and consequently, for the Kullback-Leibler divergence at the whitening filter output, which is the detection index. The optimum sampling pattern is obtained by evaluating the detection index at Nyquist sampling rate, rank ordering the samples, and selecting the maximum values. We present some examples to illustrate the proposed procedure. We also extend our method to two-dimensional sampling. The advantage of our approach is its low computational complexity for both one-dimensional and two-dimensional cases and that optimality is guaranteed.