Detection of the number of signals in noise with banded covariance matrices

Abstract

A new approach is presented to the array signal processing problem of detecting the number of incident signals in unknown coloured noise environments with banded covariance structure. The principle of canonical correlation analysis is applied to the outputs of two spatially separated arrays. The number of signals is determined by testing the significance of the corresponding sample canonical correlation coefficients. The new method is shown to work well in unknown coloured noise situations and does not require any subjective threshold setting. The medium/high-SNR error rate may be approximately specified at a certain prescribed level, and may be traded off against the detection performance characteristic at low SNR. Simulation results are included to illustrate the performance of the proposed canonical correlation technique (CCT). It is found that the method performs well in a wide variety of coloured background noise environments. It is also demonstrated that the method is robust in the case when the noise covariance is not truly banded.