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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…

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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…

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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…

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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…

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