The bootstrapped matched filter and its accuracy

We use Edgeworth expansions to show the higher-order accuracy of the bootstrapped matched filter (MF). Specifically, the bootstrapped MF has a probability of false alarm of order n/sup -1/ distant from the preset level, where n is the sample size. We also show that the order is n/sup -3/2/ for sinusoidal signals. Simulation results compare the bootstrapped MF with the classical MF. We briefly discuss the bootstrapping approach when the noise variance is unknown and when signal parameters are unknown.

[1]  R. Fisher The Advanced Theory of Statistics , 1943, Nature.

[2]  Edward J. Wegman,et al.  Statistical Signal Processing , 1985 .

[3]  E. Mammen The Bootstrap and Edgeworth Expansion , 1997 .

[4]  A.M. Zoubir,et al.  The bootstrap: a tool for signal processing , 1997, Conference Record of the Thirty-First Asilomar Conference on Signals, Systems and Computers (Cat. No.97CB36136).

[5]  Boualem Boashash,et al.  The bootstrap and its application in signal processing , 1998, IEEE Signal Process. Mag..

[6]  Abdelhak M. Zoubir,et al.  Robust signal detection using the bootstrap , 1999, 1999 IEEE International Conference on Acoustics, Speech, and Signal Processing. Proceedings. ICASSP99 (Cat. No.99CH36258).