Gender:Male
Date of Birth:1970-04-26
Alma Mater:The University of Hong Kong
Education Level:研究生毕业/硕士
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2019年度广东省自然科学奖二等奖
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DOI number:10.1109/LSP.2020.2987265
Journal:IEEE Signal Processing Letters
Funded by:China under Grant 61771148, Grant 71771059, Grant 61975248, and Grant 61875041
Key Words:Kendall’s tau (KT), contaminated Gaussian model (CGM), random signal detection, receiver operating characteristic (ROC) curve.
Abstract:This letter investigated the statistical properties of Kendall's tau (KT) under a specific contaminated Gaussian model (CGM) emulating impulsive noise frequently encountered in practice. The major contributions of this work include 1) deriving the closed-form expressions concerning the mean and variance of KT under the CGM; 2) establishing the analytic forms of false alarm and detection probabilities when applying KT to the problem of bi-channel random (Gaussian) signal detection. Monte Carlo simulations not only validated our theoretical findings, but also revealed the robustness of KT against impulsive noise (modeled by CGM) in the aspect of random signal detection.
First Author:Huadong Lai
Indexed by:Journal paper
Correspondence Author:Weichao Xu
Volume:27
Page Number:655-659
Translation or Not:no
Date of Publication:2020-04-14
Included Journals:SCI
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