Generalized compressive detection of stochastic signals using Neyman–Pearson theorem

Abstract

Compressive sensing (CS) enables reconstructing a sparse signal from fewer samples than those required by the classic Nyquist sampling theorem. In general, CS signal recovery algorithms have high computational complexity. However, several signal processing problems such as signal detection and classification can be tackled directly in the compressive measurement domain. This makes recovering the original signal from its compressive measurements not necessary in these applications. We consider in this paper detecting stochastic signals with known probability density function from their compressive measurements. We refer to it as the compressive detection problem to highlight that the detection task can be achieved via directly exploring the compressive measurements. The Neyman–Pearson (NP) theorem is applied to derive the NP detectors for Gaussian and non-Gaussian signals. Our work is more general over many existing literature in the sense that we do not require the orthonormality of the measurement matrix, and the compressive detection problem for stochastic signals is generalized from the case of Gaussian signals to the case of non-Gaussian signals. Theoretical performance results of the proposed NP detectors in terms of their detection probability and the false alarm rate averaged over the random measurement matrix are established. They are verified via extensive computer simulations.