P. Stoica et M. Cedervall, DETECTION TESTS FOR ARRAY-PROCESSING IN UNKNOWN CORRELATED NOISE FIELDS, IEEE transactions on signal processing, 45(9), 1997, pp. 2351-2362
This paper introduces two eigenvalue-based rules for estimating the nu
mber of signals impinging on an array of sensors along with a spatiall
y correlated noise field, The first rule, called S, is derived under t
he assumption that the noise spatial covariance is block diagonal or b
anded, The assumption underlying the second detection rule, named T, i
s that the temporal correlation of the noise has a shorter length than
that of the signals, In both cases, a matrix is built from the array
output data covariances, the smallest eigenvalue of which is equal to
zero under the hypothesis that the source number is overestimated. The
sample distribution of the aforementioned smallest eigenvalue is deri
ved and used to formulate the detection rules S and T, Both these rule
s are computationally quite simple, Additionally, they can be used wit
h a noncalibrated array, The paper includes numerical examples that te
nd empirical support to the theoretical findings and illustrate the ki
nd of performance that can be achieved by using the S and T detection
rules.