Performance of Eigenvalue-Based Signal Detectors With Known and Unknown Noise Level

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Executive Summary

In this paper, the authors consider signal detection in cognitive radio networks, under a non-parametric, multi-sensor detection scenario, and compare the cases of known and unknown noise level. The analysis is focused on two eigenvalue-based methods, namely Roy's largest root test, which requires knowledge of the noise variance, and the generalized likelihood ratio test, which can be interpreted as a test of the largest eigenvalue vs. a maximum-likelihood estimate of the noise variance. The detection performance of the two considered methods is expressed by closed-form analytical formulas, shown to be accurate even for small number of sensors and samples.

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