On Testing the Extent of Noncircularity
Mike Novey, Esa Ollila, Tülay Adalı · IEEE Transactions on Signal Processing · 2011
In this correspondence, we provide a multiple hypothesis test to detect the number of latent noncircular signals in a complex Gaussian random vector. Our method sequentially tests the results of individual generalized likelihood ratio test (GLRT) statistics with known asymptotic distributions to form the multiple hypothesis detector. Specifically, we are able to set a threshold yielding a precise probability of error. This test can be used to statistically determine if a given complex observation is circular Gaussian, and if not, how many latent signals in the observation are noncircular. Simulations are used to quantify the performance of the detector as compared to a detector based on the minimum description length (MDL) criterion. The utility of the detector is shown by applying it to a beamforming application using independent component analysis (ICA).