A sharp false alarm upper-bound for a matched filter bank detector

A sharp upper bound on the probability of false alarm, P/sub F/, of a matched filter bank detector over the class of input variates that are zero mean and have a specified covariance matrix, R/sub xx/, is derived. This bound is a function of the detector threshold, T, and R/sub xx/. It is shown that the bound is inversely proportional to T/sup 2/. Hence there may be a wide variation of P/sub F/ over the class since the P/sub F/ for Gaussian inputs varies as exp(-T/sup 2/).<
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