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arXiv 2008.07693cs.ITeess.SPmath.IT
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关于M元假设检验的近似充分统计量的误差指数

On the Error Exponent of Approximate Sufficient Statistics for M-ary Hypothesis Testing

Jiachun Pan, Yonglong Li, Vincent Y. F. Tan, Yonina C. Eldar

摘要:

考虑检测M i. i. d之一的问题。在高斯白噪声中被破坏的高斯信号。通常,匹配滤波器用于检测。我们首先表明,匹配滤波器的输出形成一组渐近最优的充分统计量的意义上最大化的错误指数检测的真实信号。然而,在实践中,M可能很大,这促使设计和分析一组减少的N个统计量,我们称之为近似充分的统计量。我们的这些统计数据的建设是基于一个小的一组过滤器,项目的匹配滤波器的输出到一个低维向量使用的传感矩阵。我们考虑具有行正交性和低相干性的传感矩阵序列。我们分析的最大似然(ML)检测器,这导致了一个可实现的边界上的误差指数的基础上的近似充分统计的性能;这个界恢复原始的误差指数时,N = M。我们将此与我们通过分析谢,Eldar和Goldsmith提出的简化非线性检测器(RDD)的修改形式获得的界限进行比较[IEEE Trans.日,59(6):3858-3874,2013]。我们表明,通过将传感矩阵设置为列归一化的群Hadamard矩阵,导出的指数是系综紧的,即,我们的分析在给定感测矩阵和解码规则的指数尺度上是紧密的。最后,我们推导出指数的一些性质,特别是,它们在压缩比N/M中线性增加。

英文摘要:

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.

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