DOI码：10.1109/LSP.2020.2987265

发表刊物：IEEE Signal Processing Letters

项目来源：China under Grant 61771148, Grant 71771059, Grant 61975248, and Grant 61875041

关键字：Kendall’s tau (KT), contaminated Gaussian model (CGM), random signal detection, receiver operating characteristic (ROC) curve.

摘要：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.

第一作者：赖华东

论文类型：期刊论文

通讯作者：徐维超

卷号：27

页面范围：655-659

是否译文：否

发表时间：2020-04-14

收录刊物：SCI