Signal detection via spectral theory of large dimensional random matrices

Abstract

Results on the spectral behavior of random matrices as the dimension increases are applied to the problem of detecting the number of sources impinging on an array of sensors. A common strategy to solve this problem is to estimate the multiplicity of the smallest eigenvalue of the spatial covariance matrix R of the sensed data. Existing approaches rely on the closeness of the noise eigenvalues of sample covariance matrix to each other and, therefore, the sample size has to be quite large when the number of sources is large in order to obtain a good estimate. The theoretical analysis presented focuses on the splitting of the spectrum of sample covariance matrix into noise and signal eigenvalues. It is shown that when the number of sensors is large the number of signals can be estimated with a sample size considerably less than that required by previous approaches. >