Asymptotic analysis of a GLRT for detection with large sensor arrays. Hiltunen, S., Loubaton, P., & Chevalier, P. In 2014 22nd European Signal Processing Conference (EUSIPCO), pages 2160-2164, Sep., 2014.
Asymptotic analysis of a GLRT for detection with large sensor arrays [pdf]Paper  abstract   bibtex   
This paper addresses the performance analysis of two GLRT receivers in the case where the number of sensors M is of the same order of magnitude as the sample size N. In the asymptotic regime where M and N converge towards ∞ at the same rate, the corresponding asymptotic means and variances are characterized using large random matrix theory, and compared to the standard situation where N → +∞ and M is fixed. This asymptotic analysis allows to understand the behavior of the considered receivers, even for relatively small values of N and M.

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