论文标题
关于M-ARY假设检验的近似足够统计数据的误差指数
On the Error Exponent of Approximate Sufficient Statistics for M-ary Hypothesis Testing
论文作者
论文摘要
考虑检测M I.I.D的一个问题。高斯信号因白色高斯噪音而破坏。通常,匹配的过滤器用于检测。我们首先表明,匹配过滤器的输出形成一组渐近最佳的足够统计数据,这是在最大化检测真实信号的误差指数的意义上。但是,实际上,M可能很大,它激发了对减少n个统计数据的设计和分析,我们认为,该统计数据近似足够的统计数据。我们对这些统计数据的构建是基于一小组过滤器,该过滤器将匹配的过滤器的输出投影到使用传感矩阵上的较低维矢量上。我们考虑了一系列感应矩阵,这些矩阵具有排正义和低相干性的逃生矩阵。我们分析了最大可能性(ML)检测器的性能,该检测器可根据近似足够的统计量导致对误差指数的束缚;当n = M时,该界限将恢复原始误差指数。我们将其与XIE,Eldar和Goldsmith提出的降低维度检测器(RDD)的修改形式进行分析,将其与我们获得的界限进行了比较。通知。 Th。,59(6):3858-3874,2013]。我们表明,通过将传感矩阵设置为列级归一化组HADAMARD矩阵,衍生的指数是整体紧身的,即,鉴于传感矩阵和解码规则,我们的分析在指数级上很紧。最后,我们得出了指数的某些特性,特别是表明它们在压缩比N/m中线性增加。
Consider the problem of detecting one of M i.i.d. Gaussian signals corrupted in white Gaussian noise. Conventionally, matched filters are used for detection. We first show that the outputs of the matched filter form a set of asymptotically optimal sufficient statistics in the sense of maximizing the error exponent of detecting the true signal. In practice, however, M may be large which motivates the design and analysis of a reduced set of N statistics which we term approximate sufficient statistics. Our construction of these statistics is based on a small set of filters that project the outputs of the matched filters onto a lower-dimensional vector using a sensing matrix. We consider a sequence of sensing matrices that has the desiderata of row orthonormality and low coherence. We analyze the performance of the resulting maximum likelihood (ML) detector, which leads to an achievable bound on the error exponent based on the approximate sufficient statistics; this bound recovers the original error exponent when N = M. We compare this to a bound that we obtain by analyzing a modified form of the Reduced Dimensionality Detector (RDD) proposed by Xie, Eldar, and Goldsmith [IEEE Trans. on Inform. Th., 59(6):3858-3874, 2013]. We show that by setting the sensing matrices to be column-normalized group Hadamard matrices, the exponents derived are ensemble-tight, i.e., our analysis is tight on the exponential scale given the sensing matrices and the decoding rule. Finally, we derive some properties of the exponents, showing, in particular, that they increase linearly in the compression ratio N/M.