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The bootstrapped matched filter and its accuracy
We use Edgeworth expansions to show the higher-order accuracy of the bootstrapped matched filter (MF). Specifically, the bootstrapped MF has a probability of false alarm of order n/sup -1/ distant from the preset level, where n is the sample size. We also show that the order is n/sup -3/2/ for sinus...
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Published in: | IEEE signal processing letters 2000-01, Vol.7 (1), p.11-13 |
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Main Authors: | , |
Format: | Article |
Language: | English |
Subjects: | |
Citations: | Items that this one cites Items that cite this one |
Online Access: | Get full text |
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Summary: | We use Edgeworth expansions to show the higher-order accuracy of the bootstrapped matched filter (MF). Specifically, the bootstrapped MF has a probability of false alarm of order n/sup -1/ distant from the preset level, where n is the sample size. We also show that the order is n/sup -3/2/ for sinusoidal signals. Simulation results compare the bootstrapped MF with the classical MF. We briefly discuss the bootstrapping approach when the noise variance is unknown and when signal parameters are unknown. |
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ISSN: | 1070-9908 1558-2361 |
DOI: | 10.1109/97.809512 |