2009

Theoretical Performance Analysis of Eigenvalue-based Detection

Penna, Federico, Garello, Roberto

Understand

In this paper we develop a complete analytical framework based on Random Matrix Theory for the performance evaluation of Eigenvalue-based Detection.

  • While, up to now, analysis was limited to false-alarm probability, we have obtained an analytical expression also for the probability of missed detection, by using the theory of spiked population models.
  • A general scenario with multiple signals present at the same time is considered.
  • The theoretical results of this paper allow to predict the error probabilities, and to set the decision threshold accordingly, by means of a few mathematical formulae.

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