The distribution function of the maximum eigenvalue of a sample correlation matrix of internal noise of antenna-array elements

1999 ◽  
Vol 42 (5) ◽  
pp. 439-444 ◽  
Author(s):  
V. T. Ermolaev ◽  
K. V. Rodyushkin
2020 ◽  
pp. 64-76
Author(s):  
V.V. Skachkov ◽  

The problem of image signal processing in the information system with adaptive antenna array based on the inversion of sample estimates of correlation matrix of observations is considered. The example of the maximum signal-to-noise ratio criterion shows the problem, inherent in classical methods of finding the optimal weight vector under a priori uncertainty conditions when detecting correlated image signals. It has been concluded that the dependence of these methods on the inverse of estimation of the correlation matrix of observations leads to the impossibility of separating correlated image signals. As a consequence, the use of classical methods of finding the optimal weight vector in the information system with adaptive antenna array is effective only in the case of image restoration from a single signal source, with the signal received on the set of independent jamming background. A novel method, invariant to the correlation of image signals, has been developed for finding the optimal weight vector without the usage of correlation matrix of observations. An image restoration algorithm invariant to correlation of image signals in the information system with adaptive antenna array is proposed. Statistical models have been constructed for the classical method based on the criterion of maximum signal-to-noise ratio and invariant to correlation method of image restoration in following cases: a single source against the jamming background of two independent sources; two independent sources against the jamming background. Simulation results in the information system with adaptive antenna array are presented, showing to visually assess efficiency of proposed methods of image signal restoration using optimal weight vector. Detailed analysis of the results obtained is carried out.


2017 ◽  
Vol 78 (4) ◽  
pp. 589-604 ◽  
Author(s):  
Samuel Green ◽  
Yuning Xu ◽  
Marilyn S. Thompson

Parallel analysis (PA) assesses the number of factors in exploratory factor analysis. Traditionally PA compares the eigenvalues for a sample correlation matrix with the eigenvalues for correlation matrices for 100 comparison datasets generated such that the variables are independent, but this approach uses the wrong reference distribution. The proper reference distribution of eigenvalues assesses the kth factor based on comparison datasets with k−1 underlying factors. Two methods that use the proper reference distribution are revised PA (R-PA) and the comparison data method (CDM). We compare the accuracies of these methods using Monte Carlo methods by manipulating the factor structure, factor loadings, factor correlations, and number of observations. In the 17 conditions in which CDM was more accurate than R-PA, both methods evidenced high accuracies (i.e.,>94.5%). In these conditions, CDM had slightly higher accuracies (mean difference of 1.6%). In contrast, in the remaining 25 conditions, R-PA evidenced higher accuracies (mean difference of 12.1%, and considerably higher for some conditions). We consider these findings in conjunction with previous research investigating PA methods and concluded that R-PA tends to offer somewhat stronger results. Nevertheless, further research is required. Given that both CDM and R-PA involve hypothesis testing, we argue that future research should explore effect size statistics to augment these methods.


1985 ◽  
Vol 10 (4) ◽  
pp. 384 ◽  
Author(s):  
John R. Reddon ◽  
Douglas N. Jackson ◽  
Donald Schopflocher

Sign in / Sign up

Export Citation Format

Share Document