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Philippe Loubaton

5 accepted papers

2020

On The Frequency Domain Detection of High Dimensional Time Series

ICASSP 2020accepted

In this paper, we address the problem of detection, in the frequency domain, of a M-dimensional time series modeled as the output of a M × K MIMO filter driven by a K-dimensional Gaussian white noise, and disturbed by an additive M-dimensional Gaussian colored noise. We consider the study of test st…

Cited by 0SourceScholar
2020

On the Limit Distribution of the Canonical Correlation Coefficients Between the Past and the Future of a High-Dimensional White Noise

ICASSP 2020accepted

It is shown that the distribution of the estimated canonical correlation coefficients between the past and the future of a high-dimensional multivariate white noise sequence converges almost surely towards a limit distribution whose density is given in closed form. A sketch of proof, based on free p…

Cited by 0SourceScholar
2017

Asymptotic analysis of a GLR test for detection with large sensor arrays: New results

ICASSP 2017accepted

This paper addresses the behaviour of a classical multi-antenna GLR test that allows to detect the presence of a known signal corrupted by a multipath propagation channel when the number of sensors M, the sample size N, and the number of paths L are large and of the same order of magnitude. In the a…

Cited by 0SourceScholar
2015

Performance analysis of spatial smoothing schemes in the context of large arrays

ICASSP 2015accepted

This paper addresses the statistical behaviour of spatial smoothing subspace DoA estimation schemes using a sensor array in the case where the number of observations N is significantly smaller than the number of sensors M, and that the number of virtual arrays L is such that M and NL are of the same…

Cited by 0SourceScholar