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The distribution function of the maximum eigenvalue of a sample correlation matrix of internal noise of antenna-array elements

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Abstract

The statistical characteristics of internal noise are used to determine the properties of estimates of the number and angular coordinates of external sources of signals received by an antenna array (AA). In the case of a time-limited sample, the correlation matrix (CM) of internal noise of an AA has the spectrum of random eigenvalues. In a number of critical problems of detection and estimation of the number of signals it is necessary to know the statistical properties of the maximum signal in order to choose correctly the threshold value and adopt statistical decisions. In this paper, the distribution function of the maximum, eigenvalue of the sample CM of internal noise is found explicitly. It is assumed that the exact CM is equal to the identity matrix.

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Additional information

Lobachevsky State University, Nizhny Novgorod, Russia. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 42, No. 5, pp. 494–500, May 1999.

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Ermolaev, V.T., Rodyushkin, K.V. The distribution function of the maximum eigenvalue of a sample correlation matrix of internal noise of antenna-array elements. Radiophys Quantum Electron 42, 439–444 (1999). https://doi.org/10.1007/BF02677625

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  • DOI: https://doi.org/10.1007/BF02677625

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