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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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Bibliographic Details
Published in:IEEE signal processing letters 2000-01, Vol.7 (1), p.11-13
Main Authors: Hwa-Tung Ong, Zoubir, A.M.
Format: Article
Language:English
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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.
ISSN:1070-9908
1558-2361
DOI:10.1109/97.809512