2011
DOI: 10.1109/tsp.2010.2102755
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Subspace SNR Maximization: The Constrained Stochastic Matched Filter

Abstract: In this paper, we propose a novel approach to perform detection of stochastic signals embedded in an additive random noise. Both signal and noise are considered to be realizations of zero mean random processes whose only secondorder statistics are known (their covariance matrices). The method proposed, called Constrained Stochastic Matched Filter (CSMF), is an extension of the Stochastic Matched Filter itself derived from the Matched Filter. The CSMF is optimal in the sense that it maximizes the Signalto-Noise… Show more

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Cited by 7 publications
(3 citation statements)
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“…To estimate ( ) which generates the p-dimensional optimal subspace, in which ( ) is maximized [12], we introduce the (n x n) following matrix:…”
Section: Principle Of the Csmfst Algorithmmentioning
confidence: 99%
See 1 more Smart Citation
“…To estimate ( ) which generates the p-dimensional optimal subspace, in which ( ) is maximized [12], we introduce the (n x n) following matrix:…”
Section: Principle Of the Csmfst Algorithmmentioning
confidence: 99%
“…Besides, receiving new signal and noise realizations at each time step, requires the reestimating of the correlation matrices A(t) and B(t) in addition to the weighting matrix ( ). In order to do this, we implemented an algorithm that computes ( ) related to the matrix presented in (11), it's named optSNR [12,13,14].…”
Section: Principle Of the Csmfst Algorithmmentioning
confidence: 99%
“…The adaptive MF has better matching performance than the model-based MF in slow time-varying coherent-multipath channels. The third technique is the stochastic MF [ 11 , 12 , 13 ], which can be applied to frequency time-varying signals such as the wide band modulated sonar signal propagated in shallow water. The stochastic MF is able to take into account uncertainties and variations of the multipath channel, thus enhancing the detection efficiency.…”
Section: Introductionmentioning
confidence: 99%