The bootstrapped matched filter and its accuracy

Citation
Ht. Ong et Am. Zoubir, The bootstrapped matched filter and its accuracy, IEEE SIG PL, 7(1), 2000, pp. 11-13
Citations number
6
Categorie Soggetti
Eletrical & Eletronics Engineeing
Journal title
IEEE SIGNAL PROCESSING LETTERS
ISSN journal
10709908 → ACNP
Volume
7
Issue
1
Year of publication
2000
Pages
11 - 13
Database
ISI
SICI code
1070-9908(200001)7:1<11:TBMFAI>2.0.ZU;2-5
Abstract
We use Edgeworth expansions to show the higher-order accuracy of the bootst rapped matched filter (MF). Specifically, the bootstrapped MF has a probabi lity of false alarm of order n(-1) distant from the preset level, where n i s the sample size. We also show that the order is n(-3/2) for sinusoidal si gnals. Simulation results compare the bootstrapped MF with the classical ME We briefly discuss the bootstrapping approach when the noise variance is u nknown and when signal parameters are unknown.