Computational and Numerical Properties of a Broadband Subspace-Based Likelihood Ratio Test

Abstract

This paper investigates the performance of a likelihood ratio test in combination with a polynomial subspace projection approach to detect weak transient signals in broadband array data. Based on previous empirical evidence that a likelihood ratio test is advantageously applied in a lower-dimensional subspace, we present analysis that highlights how the polynomial subspace projection whitens a crucial part of the signals, enabling a detector to operate with a shortened temporal window. This reduction in temporal correlation, together with a spatial compaction of the data, also leads to both computational and numerical advantages over a likelihood ratio test that is directly applied to the array data. The results of our analysis are illustrated by examples and simulations.