{"paper":{"title":"Detection of Signals in Colored Noise: Roy's Largest Root Test for Non-central $F$-matrices","license":"http://creativecommons.org/licenses/by-nc-nd/4.0/","headline":"","cross_cats":["cs.IT","math.IT"],"primary_cat":"eess.SP","authors_text":"Jamie Evans, Merouane Debbah, Prathapasinghe Dharmawansa, Saman Atapattu","submitted_at":"2024-11-27T00:07:39Z","abstract_excerpt":"This paper investigates the signal detection problem in colored noise with an unknown covariance matrix. In particular, we focus on detecting a non-random signal by capitalizing on the leading eigenvalue (a.k.a. Roy's largest root) of the whitened sample covariance matrix as the test statistic. To this end, the whitened sample covariance matrix is constructed via \\(m\\)-dimensional \\(p \\) plausible signal-bearing samples and \\(m\\)-dimensional \\(n \\) noise-only samples. Since the signal is non-random, the whitened sample covariance matrix turns out to have a {\\it non-central} \\(F\\)-distribution "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2412.05306","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2412.05306/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}