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Energy Detection of Unknown

Deterministic Signals

Abstract-By oinp Shannons sampling form&, the problem of the

d e t e c t i o o o f a d e t ~ s i g n n l ma h i t e ~ wi s e , b y me P a p o f m

squares of statiptially indepedent Gaussian variates Wben the signal is

absent,thededsionstatistieh.snceatrPlchCsqaPredistribptioowiththe

llmnberofdegreesoffreedom~totwicetbetime-bnsdwidthproctpctof

thei npetWhenthesi gnnl bpresmt,thede&i onstPti sti chrsanoocentral

chCsqnuedistribotioawiththesamenumberofdegreesoffreedomanda

noi sespe&ddensi l y.Si ocet hencmcent ral chi sqmredi sbi bot i oahnsaot

been tabulated extensively enopgh for OPT prupose, m approximate form

was Iroed.Ihis form replaces the noncentral chi-square with a modified chi-

squarewbosedegrefsoffreedomandthresboMaredeterminedbythemm-

sets of receiver operating characteristic (Roc) arnes are dram for

several time-bandwidtb pmduch, pf well as an extended mwogrrun of tbe

chisqmre aunlllrtive probability which can be aped for rapid cplealntion

of fake alarm and detection probabilitia

Related work m energy deteetioo by J. I. Mararm and E. L. Kaplan is

diseassed.

energy- meosari agde*~t ot hecoasi dernt i onof t he~of t he

~t ypnr l me t e r 1e qual t ot he r 8t i oof s i gnal e wr gyt ot wdd

~ t r c l l i t y ~ e r m d t h e p r e ~ d e g r e e s O f f r e e d 0 m .

GLOSSARY OF PRINCIPAL SYMBOLS

s ( t ) =signal waveform

n(r ) =noise waveform

No, =two-sided noise power density spectrum

E, =signal energy

V =normalized test (decision) statistic

V; =threshold value of V

T= observation time interval, seconds

W= bandwidth, cycles per second

a, =n(i/2 W) =noise sample value

bi =a J d m= normalized noise sample value

ai =s(i/2 w> =signal sample value

Pi =a,/J7iTE& =normalized signal sample value

1 =EJN,,, =noncentrality parameter

D =modified number of degrees of freedom

G =divisor for modified threshold value

T,(m, n, r ) =incomplete Toronto function

x =central chi-square variate

x =noncentral chi-square variate

sinc x =sin rt.x/n.x

n,(t), ns(t) =in-phase and quadrature modulation com-

ponents of n(t)

Manuscript received August 25,1966; revised December 14,1966, and

January 16, 1967. The work reported in this paper was supported in part

by the Advanced Research Projects Agency, Department of Defense, under

Contract SD-283.

The author is with the General Atronics Corporation, Philadelphia,

Pa. 11918

sc(t ), s,(t ) =in-phase and quadrature modulation com-

ponents of s ( t )

aci =nc(i/ W)

aSi =n,(i/ W)

b,, =a,,/,/=

bSi =a , J J m

aCi =sc( i/ W)

y( t ) =input to the energy detector

N(m, 02)=a Gaussian variate with mean m and vari-

ance 02.

I. INTRODUCTION

HE DETECTION OF a signal in the presence of

noise requires processing which depends upon what is

known of the noise characteristics and of the signal.

When the noise is Gaussian and the signal has a known

form, even with unknown parameters, the appropriate

processing includes a matched filter or its correlator equiva-

lent. When the signal has an unknown form, it is sometimes

appropriate to consider the signal as a sample function of a

random process. When the signal statistics are known, this

knowledge can often be used to design suitable detectors.

In the situation treated here, so little is known of the sig-

nal form that one is reluctant to make unwarranted assump-

tions about it. However, the signal is considered to bede-

terministic, although unknown in detail. The spectral region

to which it is approximately confined is, however, known.

The noise is assumed to be Gaussian and additive with zero

mean; the assumption of a deterministic signal means that

the input with signal present is Gaussian but not zero mean.

In the absence of much knowledge concerning the signal,

it seems appropriate to use an energy detector to determine

the presence of a signal. The energy detector measures the

energy in the input wave over a specific time interval. Since

only the signal energy matters, and not its form, the results

given in this paper apply to any deterministic signal.

It is assumed here that the noise has a flat band-limited

power density spectrum. By means of a sampling plan, the

energy in a finite time sample of the noise can be approxi-

mated by the sum of squares of statistically independent

random variables having zero means and equal variances.

This sum has a chi-square distribution for which extensive

tables and a convenient nomogram (to be described later)

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524 PROCEEDINGS OF THE IEEE, APRIL 1967

exist. In the presence of a deterministic signal, the sampling

plan yields an approximation to the energy consisting of

the sum of squares of random variables, where the sum

has a noncentral chi-square distribution. The tabulations of

noncentral chi-square are not as extensive nor as convenient

as those for central chi-square, making it desirable to use

approximations.

Grenander, Pollak, and Slepian [l ] have developed a

method for obtaining the exact distribution of the energy in

a finite time sample of Gaussian noise with a flat, band-

limited power density spectrum. They compare the exact

results with the chi-square approximation (in their Sec-

tion 4.4) for several values of time-bandwidth product and

conclude that the approximation is quite good even for

moderate values of time-bandwidth product.

J acobs [2] has obtained expressions for the distribution

of energy by using the Karhunen-Loeve expansion. Again,

he concludes that the chi-square approximation is a good

one for large values of time-bandwidth product.

There appears to be little relevant work in finding exact

distributions of the energy in a finite time sample of noise

plus unknown deterministic signal. An appropriate pro-

cedure, then, is to use the sampling plan mentioned above

and consider ways to evaluate the noncentral chi-square

distribution which results. The closest previous work of

which I am aware is that of Marcum [3] and Kaplan [4];

the connection with these works will be reviewed later.

11. DEECTION IN WHITE NOISE : LOWPASS PROCESSES

The situation of interest is shown in Fig. 1. The energy

detector consists of a square law device followed by a finite

time integrator. The output of the integrator at any time is

the energy of the input to the squaring device over the in-

terval Ti n the past. The noise prefilter serves to limit the

noise bandwidth; the noise at the input to the squaring

device has a band-limited, flat spectral density.

SQUARING

DEVI CE INTEGRATOR

Fig. 1 . Energy detection.

The detection is a test of the following two hypotheses.

1) Ho : The input y( t ) is noise alone:

a) r(t) =41)

b) E[n(t)]=O

c) noise spectal density =No, (two-sided)

d) noise bandwidth =W cycles per second.

a) v(t)=n(t)+s(t)

b) E[n(t) +s ( t ) ] =s(t ).

2) HI : The input y( t ) is signal plus noise :

The output of the integrator is denoted by V and we con-

centrate on a particular interval, say, (0,7), and take the test

statistic as V or any quantity monotonic with V. We shall

find it convenient to compute the false alarm and detection

probabilities using the related quantity

T

v' =(1/NO2)j y2( t ) dt . (1)

The choice of T as the sampling instant is a matter of con-

venience; any interval of duration T will serve. Another

quantity of interest is the false alarm rate Qo/T, where Qo

is the false alarm probability based upon the energy in a

sample of duration T.

It is known that a sample function, of duration T, of a

process which has a bandwidth W (negligible energy out-

side this band) is described approximately by a set of sample

values 2TW in number. In the case of a low-pass process, the

values are obtained by sampling the process at times 1/2 W

apart. In the case of a relatively narrowband bandpass pro-

&s, the values are obtained from the in-phase and quad-

rature modulation components sampled at times 1/ Wapart.

The expansion of a finite portion of a process in terms of

sampling functions leaves something to be desired from the

point of view of precision as well as rigor, although the ap-

proximations obtained are often considered satisfactory for

engineering purposes. More satisfactory statements con-

cerning the approximation to the energy by a finite sum of

squares can bemade. A discussion of this point is left to the

Appendix. Here wemerely state that very good approxima-

tions are obtained by 2 TW terms except when TW= 1. This

special case can be treated separately, as we shall show later.

Let us start with a low-pass process. With an appropriate

choice of time origin, we may express each sample of noise

in the form [5]

0

where sinc x =sin nx/z.x, and

Clearly, each a, is a Gaussian random variable with zero

mean and with the same variance a:, which is the variance

of n(t); i.e.,

a; =2NO2W, all i . (4)

Using the fact that

I _

sinc (2Wt - i) sinc(2Wt - k) dt =1/2W, i =k

=0, i #k ( 5 )

we may write

I:m

m

n2(t) dt =(1/2W) 1 a:. (6)

i = -00

Over the interval (0, T), n(t) may beapproximated by a

finite sum of 2TWterms, as follows :

2 TW

n ( t ) = a, sinc(2Wt - i), 0 t <T. (7)

i = 1

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URKOWITZ : DETECTION OF UNKNOWN DETERMINISTIC SIGNALS 525

Similarly, the energy in a sample of duration T is ap-

proximated by 2T W terms of the right-hand side of (6) :

This statement is supported by the Appendix and (8) may

be considered to be obtained as an approximation (valid

for large T) after substituting (7) into the left-hand side of

(8), or by using (57) and the statements below it to justify

taking 2TW terms of (6).

We can see that (8) is No2 V, with V here being the test

statistic under hypothesis Ho.

Let us write

ai/,/-- =bi, (9)

V = b?. (10)

2TW

i = 1

Thus, V is the sum of the squares of 2TWGaussian random

variables, each with zero mean and unity variance. V is

said to have a chi-square distribution with 2TW degrees of

freedom, for which extensive tables exist [6l-[8].

Now consider the input y( t ) when the signal s(t) is present.

The segment of signal duration T may be represented by a

finite sum of 2TW terms.

2 TW

s ( t ) = ai sinc(2Wt - i), (11)

i = 1

where

ai =s(i/2W). (12)

By following the line of reasoning above, we can ap-

proximate the signal energy in the interval (0, T) by

Define the coefficient pi by

Then

2TW

( 1 / No 2 ) ~ T s 2 ( t ) dt =1 /3?. (1 5)

0 i = 1

Using (11) and (2), the total input At) with the signal

present can be written as:

2 TW

f i t ) =1 (ai +ai) sinc(2Wt - i). (16)

i = 1

Under the hypothesis HI, the test statistic V is

f T 2TW

V =(1/No2)J - y 2 ( t ) d t =- 2 (bi +pi). (18)

0 i = 1

The sum in (18) is said to have a noncentral chi-square dis-

tribution [9], [lo] with 2T W degrees of freedom and a non-

centrality parameter 1, given by

2 TW T

i = 82 =(l/No2)J o s 2( t ) dt E, /No2. (19)

A, the ratio of signal energy to noise spectral density, pro-

vides a convenient definition of signal-to-noise ratio.

i = 1

111. DETECTION IN WHITE NOISE : BANDPASS PROCESSES

If the noise is a bandpass random process, each sample

function may be expressed in the form [ 131

n(t) =n,(r) cos ac t - n,(t) sin ac t , (20)

where o, is the reference angular frequency, and n,(t) and

n,(t) are, respectively, the in-phase and quadrature modula-

tion components. If n(t) is confined to a frequency band W,

n,(t) and n,(t) are low-pass functions whose spectral den-

sities are confined to the region 14<W/2. If n(t) has a flat

power density spectrum No2, n,(t) and n,(t) will also have

flat power density spectra, each equal to 2NO2 over <W/2.

Thus, n,(t) and n,(t) each have-TW degrees of freedom and

variance 2NO2 W. Also, to a good approximation, which

gets better as T increases,

By following the reasoning in the previous section, weget

similar series expansions for the energy in n,(t) and n,(t), as

follows :

TW

j oTn: ( t ) dr =(1/W) a:i

i = 1

where

a,, =n,(i/W)

aSi =n,(i/W).

Define bCi and b,, as follows:

bci =a c i / J m

bSi =asi/ Jm. (24)

Then, under H,,

T TW

V =(l/No2)J o nZ( r) dr = (b:i +bzi). (25)

Since the variance of any b,, or bSi is unity, the sum on the

right-hand side of (25), which is the test statistic I/ under

i = 1

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526 PROCEEDINGS OF THE IEEE, APRIL 1967

H,, has a chi-square distribution with 2TW degrees of

freedom.

A bandpass signal may be expressed in the form

s ( t ) =s c ( t ) cos oct - s, (t ) sin act. (26)

s c ( t ) and s , ( t ) have frequency components confined to the

band I f 1 <W/2. Using the sampling formula as above,

TW

s c ( t ) =1 aCi sinc(Wt - i)

i = 1

TW

s , ( t ) = asi sinc(Wt - i), (27)

i = 1

where

ter 3, given by EJNO2, E, being the signal energy. Thus, the

results are the same for bandpass processes and for low-

pass processes, provided that W is interpreted as the posi-

t i ve frequency bandwidth. That is, in the case of low-pass in-

puts, W refers to the interval between zero frequency and

the upper end of the band.

IV. COMPUTATION OF DETECTION AND

FALSE ALARM PROBABILITIES

The probability of false alarm Q, for a given threshold

Vi is given by

Qo =Prob{ V > V;(H,) =Prob{X$, >Vi } . (34)

aci =sc(i/W) The far right-hand side of (34) indicates a chi-square vari-

asi =s,(i/W).

(28) able with 2TW degrees of freedom. For the same threshold

level Vi , the probability of detection Qd is given by

The total input y ( t ) now may be written as

y ( t ) =[ s c ( t ) +nc( t ) ] cos ac t - [ s , ( t ) +n, (t )] sin act

=y c ( t ) cos o,t - y , ( t ) sin o,t. (29)

Again, using the sampling formula,

y c ( t ) =s c ( t ) +nc( t ) =(1/W) 1 (aci +aci) sinc(Wt - i)

y, ( t ) =s&) +n, ( t ) =(1/W) 1 (asi +asi) sinc(Wt - i ) . (30)

TW

i = 1

TW

i = 1

Define the coefficients #Ici and Psi as follows :

Bc i =sc(i/W)/ Jm

B s i =ss(i/W)/ Jm. (31)

By following the reasoning of the previous section, wecan

write

TW

( 1 / ~ 0 2 ) J , ~ s ( t ) dt = (B:i +B:i) =~ s / ~ 0 2 * (32)

i = 1

Under hypothesis H,, the total bandpass input y ( t ) with

the signal present has its energy given by

JOT

y2(t) dt =

f I o T I Y : ( t )

=f I o T [ s c ( t ) +n,(t)I2 dt

Qd =Prob{ V >VilHl} =PrOb(XyTW(A) >V; } . (35)

The symbol X ; ~ ~ ( A ) indicates a noncentral chi-square

variable with 2TW degrees of freedom and noncentrality

parameter 3, ; in our case j l =Ej No2, and is defined as the

signal-to-noise ratio. As mentioned above, extensive tables

exist for the chi-square distribution, but the noncentral chi-

square has not been as extensively tabulated. Approxi-

mations were sought which could be used to cover the ranges

of interest.

Many approximations have been devised for the non-

central chi-square. For descriptions of some of these, the

interested reader is referred to Owen [l l ] and to Green-

wood and Hartley [12]. The approximation used in this

paper is the one used by Patnaik [9], [lo]. It was checked

against the exact values used by Fix [lo] for 0.01 and 0.05

false alarm probabilities; close agreement was obtained.

The approximation replaces the noncentral chi-square with

a central chi-square having a different number of degrees of

freedom and a modified threshold level. If the noncentral

chi-square variable has 2TW degrees of freedom and non-

centrality parameter A, define a modified number of degrees

of freedom D and a threshold divisor G given by

D =(2TW +2)/(2TW +2A)

G =(2TW +2A)/(2TW +A). (36)

Then

Prob { X ; ~ ~ ( A ) >V;} =Prob { X; >V;/ G}. (37)

+i l OT [ s s ( t ) +n,(t)] dt . (32a) The receiver operating characteristic (ROC) curves of Figs.

3 through 6 were drawn for T W> 1, using (34) and (35) ap-

Using (15), ( 1 8 ) , (32), and (32a), wefollow the line of reason- Proximated (37).

ing of the previous section to show that under hypothesis Figure 2, for Was obtained in a different way.

H,, the test statistic V is Referring to (20), the squared envelope of n( t ) is given by

TW Env [ n( t ) ] =n:(t ) +n; ( t ) . (38)

i = 1 Similarly, from (26), the squared envelope of the signal s(t )

V =1 {(bci +B J 2 +(bsi +B c i ) } . (33)

I t is seen that V has a noncentral chi-square distribution

with 2TW degrees of freedom and a noncentrality parame- Env [ s( t ) ] =s,2(t) +sf(t). (39)

is given by

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URKOWITZ: DETECTION OF UNKNOWN DETERMINISTIC SIGNALS 521

0

8

Fig. 2. Receiver operating characteristic (ROC) curves.

0.01

s -

9 0 , PROBABILITY OF FALSE ALARY

0.999999

0.99999

0.9999

0.999

P 0.99

0 0.90

E 0.M)

0.70

: 0.60

p 0.50

0 0. x )

4 0.40

0.20 T =OnSERVATION TIME

0.10

N n = TWO-SIDED NO4S SPECTRAL DENSITY

E.= SI SNAL ENERSV

p

E

t

<

0

4

0

I I I 1 I

Fig. 4. Receiver operating characteristic (ROC) curves.

0.. PROOABILITY OF FALSE ALARY

o 0 s -

x 4 : 8 x

0.999999

0.99999

0.9999

0.991

0.99

0.90

a . 8 0

0.60

0.70

0.50

0.40

0.20

030

0.10

E.=SIGNAL EnER6r

N0 p TWO-DDED NOISE SPECTRU DENSITY

0.0,

Fig. 3. Receiver operating characteristic (ROC) curves. Fig. 5 . Receiver operating characteristic (ROC) curves.

Thus, from (17),

u:i +u:i =Env [n(i / W)] (40)

so that

bfi +b:i =(1/2WNO2) Env [ n( i / W) ] . (41)

By a similar process of reasoning, weshow that

(bci +BcJ +(bsi +B s i ) 2

=(1/2WNO2) Env [ s( i / W) +n( i / W) ] . (42)

Therefore, the test statistic V for TW= 1 can be considered

to be obtained by sampling at t =T the squared envelope of

the input to the energy detector. In this instance, the condi-

tional probability density functions of V can be written in

closed form, although direct computation of Q,, still pre-

sents some difficulty. However, we note that not only can

V beused as a test statistic, but so can any strictly mono-

tonic function of V; in particular, Jv; the envelope of the

input to the energy detector, can beused. It is well known

that the envelope of the Gaussian noise has a Rayleigh dis-

tribution and that adding a mean value function, s(t),

makes the resulting envelope of signal plus Gaussian noise

Fig. 6. Receiver operating characteristic (ROC) curves.

have a Rice distribution [13]. Computation of false alarm

and detection probabilities may be based upon the assump-

tion of the envelope as the test statistic. Extensive computa-

tions for this situation have already been made, but the

most convenient source is the nomogram of Bailey and

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528 PROCEEDINGS OF THE IEEE, APRIL 1967

1

0.2

0.1 1

DEGREES OF FREEDOM

2TW or D

THRESHOLD rl

30

40 40

60

70

eo

90

100

-120

- 130

- 1 4 0

r 150

Ho

200

iii 210 L a o

Fig. 7. Nomogram of the chi-square probability function.

Randall [ 141 ; Fig. 2 was drawn using values obtained from

Of course, many more sets of receiver operating char-

acteristics (ROCS) could becomputed, but it was felt better

to present a few representative sets and then provide the

means for rapidly computing false alarm and detection

probabilities for given TW and 1. This means is provided

by the nomogram of Fig. 7, which is an extension of the

nomogram of Smirnov and Potapov [15]. The nomogram

is used first to find the false alarm probability Q,. Equation

(36) is used to find D and G, the modified number 6f degrees

of freedom, from the given values of TW and 1, as well as

the dividing factor G to find the new threshold value of x 2.

Then the nomogram is used again to find the detection

probability Qd.

Example:

~41.

Given 2TW=40,1=30, Q,=10-4:

threshold value V+ =8 1

new number of degrees of freedom D [from (36)] =49

threshold divisor G [from (36)] =1.4

new threshold value V; =V$/G =58

probability of detection =0.18.

In the general case, it is of interest to see how 2TWand the

signal-to-noise ratio 1 vary for given false alarm and detec-

tion probabilities. Figure 8 shows such a relationship for

various Q, and Qd. This figure was obtained by cross-plots

from Figs. 4-6. It is clearly seen that increasing 2TW, the

number of degrees of freedom, causes an increase in the re-

quired signal-to-noise ratio. A natural question is: why does

o n

0 IO 20 30 40 00 60 70 80 90 100 110

2TW, DEE- OF fREErm

Fig. 8. Required signal energy.

increasing the time-bandwidth product increase the re-

quired signal-to-noise ratio? It has been suggested that the

answer lies in the increased incoherence of the noise which

tends to dilute the signal energy, somewhat analogously

to the suppression encountered in incoherent detection.

V. EXPRESSIONS FOR LARGE TIME-BANDWIDTH PRODUCT

The nomogram of Fig. 7 is suitable for values of

2TW1250. For larger values, we may use Gaussian ap-

proximations to the probability density functions of the

test statistic V under either condition : noise alone, or signal

plus noise. The appropriate expressions are found by using

a normal variate, with the proper mean and variance, for

finding the probability of exceeding the threshold. Let

N(m, a) indicate a Gaussian variate with mean m and vari-

ance 2 .

Reference to (IO) or (25) shows that V, under the no-

signal condition, is the sum of 2TWstatistically independent

random variables. The mean value of each variable is

simply the variance of the noise variate and is unity. Thus,

the mean value is 2TW. Since each bi is a normal variate

with mean zero and unit variance, the variance of each bf is

given by

=2. (43)

Thus, the variance of the sum is 4TW. Therefore, under the

no-signal conditions, V is distributed as a Gaussian variate

N(2TW, 4TW). Then the false alarm probability Q, is

given by

1 (X - 2TW)

Qo =,/mfexP [- 8TW I d x

=-erfc [ 1.

1 Vi - 2TW

2 2 4 p V

where

erfc ( z ) =( 2/ $) r exp (- xz ) dx. (45)

By one of the reviewers of this paper.

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URKOWITZ : DETECTION OF UNKNOWN DETERMINISTIC SIGNALS 529

Turning to V when signal is present, (18) or (33) leads to

a mean value of 2TW+1 [6, p. 9431. Also, it can be shown

[6, p. 9431 that the variance of V is 4(TW+1). Thus, we

say that V with signal present is a Gaussian variate

N(2TW+1,, 4(TW+1)). The probability of detection Qd is

given by

Extensive tables of the normal probability integral are avail-

able [6].

VI. DISCUSSION OF RELATED WORK

The earliest related work of which the author is aware

is that of Marcum [3]. By using a sampling theorem, the

problem wetreat reduces to that of the sum of squares of

statistically independent Gaussian variates. This is what

Marcum treats, although his curves are not suitable for our

purpose. Furthermore, although Marcum gives a series ex-

pansion for the distribution of the sum of the squared Gaus-

sian variates, we felt that our approximation was far more

convenient, because of the existence of extensive tables and

the nomogram (Fig. 7) we constructed. We have con-

fidence in our approximation because we could check it at

several points using Fixs exact values [lo] and Marcums

graphs of the incomplete Toronto function.

An interesting thing came to light during a rereading of

Marcums paper. He points out that the noncentral chi-

square cumulative distribution is gven by the incomplete

Toronto function; yet, this is not even mentioned by

Patnaik [9], Fix [lo], or Zelen and Severo [6]. The incom-

plete Toronto function has been described by Fisher [16]

and Heatley [17], as well as by Marcum [3, especially p.

1821, who provides several graphs. It is useful to show the

connection between noncentral chi-square and the Toronto

function. The incomplete Toronto function is defined by

T,(m,.n, r ) =2 ~ - + ~ exp (- r z ) I I t - .

. exp ( - t2)In(2rt) dt . (47)

The probability density of noncentral chi-square with f

degree of freedom and noncentrality parameter E. is given

by [181, ~ 9 1

P ( X Z ) d ( X 2 )

=3 X2 / ~ ) ( f - 2 ) / 4

=0, x2 <0. (48)

By appropriate comparison of variables, one may show that

Vi =2B2, the threshold level

m=f - 1

n =f/2 - 1

r2 =212.

Then, the probability Qd of exceeding the threshold is

Q d =1 - T m( 2T W - 1, TW - 1, m2). (49)

Some curves of the incomplete Toronto function given by

Marcum were used to check a few of the points in Figs. 3

through 6. Agreement was very close.

Marcums curves can be used for a number of values of

2TW, but the values lying between those given by Marcum

give some difficulty. Our feeling is that the nomogram of

Fig. 7 represents a particularly convenient method for the

engineer to compute quickly the false alarm and detection

probabilities for any time-bandwidth product and signal-

to-noise ratio. In this connection, it has been pointed out

to the author that there exist computer programs for com-

puting cumulative probabilities of the noncentral chi-square

variable [20]. It is also interesting to note that the Patnaik

approximation is equivalent to taking the first term in the

Laguerre series expansion for the probability density func-

tion of a noncentral chi-square variable, as shown by

Marcum [3, equation (1 18) et seq. of the Mathematical

Appendix].

Another related work in energy detection is that of

Kaplan [4] who treats the case, among others, of a stFady

sine wave in noise. Because of the infinite observation times

assumed by Kaplan, his detector is a power detector rather

than an energy detector. Nevertheless, the decision sta-

tistic has the distributions given above, if properly normal-

ized. We can see this as follows: the properties of the detec-

tion test are described by L= ES/No2, the ratio of signal

energy to two-sided noise spectral density, and by 2TW,

twice the time-bandwidth product. Let

PN =average noise power =2WNO2

P, =average signal power =EJ T, (50)

Then

E,/No2 =2TWPs/PN. (51)

Therefore, Kaplans results can be compared with ours by

using his ratio PJP, multiplied by 2TW, the number of de-

grees of freedom.

Kaplan assumes that a normal approximation to the dis-

tributions is good enough, although Marcum [3, p. 1651

states that 2TW must be quite large before the normal ap-

proximation is adequate. We therefore checked a few of

Kaplans points with ours and we found that the dis-

crepancies were not large.

VII. DISCUSSION AND CONCLUSIONS

If the form of a signal to be detected is unknown, it ap-

pears appropriate to consider an energy detector as a device

for deciding whether or not the signal is present. Since an

energy detector does not care about anything but the

amount of energy in the given observation time, the form

of the signal does not affect the conditional probability

that a threshold will be exceeded when the signal is present.

Of course, it is assumed that the noise is zero mean Gaus-

sian. By using Shannons sampling theorem, one can show

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530

that the energy in a finite time interval can be described as

a sum of the square of a number of statistically inde-

pendent Gaussian variates if the noise input is Gaussian and

has a flat spectral density over a limited bandwidth. With

noise alone, the output of the energy detector has a central

chi-square distribution with a number of degrees of freedom

equal to twice the time-bandwidth product at the input to

the energy detector. In the presence of a deterministic signal,

although the form of the signal may be unknown, the dis-

tribution of the decision statistic at the output of the energy

detector is that of a noncentral chi-square with the number

of degrees of freedom equal to twice the time-bandwidth

product and a noncentrality parameter given by the ratio of

signal energy to two-sided noise spectral density.

Although there are some tabulations of the noncentral

chi-square distribution, many of the parameter values of

interest to this paper are not included. However, sufficiently

good approximations to the noncentral distribution can be

obtained, using a modified central chi-square distribution.

This modified distribution, with the aid of a nomogram,

was used to compute several receiver operating character-

istic curves for the energy detector. Figure 8 shows curves of

energy required vs. time-bandwidth product, or degrees of

freedom, for fixed false alarm and detection probabilities.

The curves of Fig. 8 show that, as the number of degrees of

freedom increases, a larger signal energy is required for a

given detection capability. It has been suggested that the

reason lies in the increased incoherence of the noise, pro-

ducing an effect analogous to the modulation suppression

encountered in incoherent detection. However, the curves

of Fig. 8 do not show a proportionality between the num-

ber of degrees of freedom and the required signal energy,

indicating that the trade-off is distinctly in favor of increas-

ing observation time. This is another way of stating the

obvious conclusion that the observation time should be as

long as possible, provided the signal energy keeps arriving

at a good rate as the interval is extended.

Although this paper has taken the point of view that the

unknown signal is of deterministic form, there is nothing in

it which changes results for any signal, known or unknown,

deterministic or random, provided the probability of detec-

tion is considered a conditional probability of detection

where the condition is a given amount of signal energy; i.e.,

if the signal present has a certain amount of energy, then its

detection probability is given by the results of this paper,

regardless of where the signal comes from. It may come from

a random process, or may be a one-shot &air, or may come

from a process which repeats signals of the same form at

regular or irregular intervals.

Finally, it is of interest to compare an energy detector

with a matched filter detector. This comparison is shown in

Fig. 9, which shows the approximate increase in input

signal-to-noise ratio necessary for an energy detector to

achieve the same performance as a matched filter detector

in which the decision statistic is the envelope of the matched

filter output. One curve suflices for Fig. 9 because the curves

of Fig. 8 are approximately parallel. The curve of Fig. 9

starts at TW=1, because the energy detector is equivalent

PROCEEDINGS OF THE IEEE, APRIL 1967

Ah * CHAYSE IN i

(SEE Fl G.0 FOR EXPL I I I A TI W OF SVyBoLSl

6 t

2TW.DEGREES OF FREEDOM

Fig. 9. Approximate increase in signal-to-noise ratio necessary for the

energy detection to achieve the same performance as the matched filter

detector.

to the matched filter detector (with noncoherent demodula-

tion) when the time-bandwidth product is unity. The loss

represented by Fig. 9 represents the price paid for ignorance

of the signal structure.

APPENDIX

In this appendix, the Karhunen-Loeve exbansion [13,

p. 961 is used to show that 2TWterms suffice to approximate

the energy in a finite duration sample of a band-limited

process with a flat power density spectrum. This demonstra-

tion has somewhat more rigor than that using the sampling

expansion.

Consider a zero mean, wide-sense stationary, Gaussian

random process n(t) with a flat power density spectrum

extending over the frequency interval (- W, W). Let its

autocorrelation function R(r) be given by

R( T) =Sine ~WT , (52)

where sinc x = sin nx/ nx. The process n( t ) may be repre-

sented in the interval (0, T ) by the expansion of orthonormal

functions 4Jt ), as follows :

m

n(t) = t l Ai ( t ) (53)

i = 1

where v i is given by

v i =JoTn(t)$i(t) dt , (54)

and the $i(t) are eigenfunctions of the integral equation

J o T ~ ( t - T)$i(T) dT =gi$i(t). ( 55)

Thegi are the eigenvalues of the equation.

The number of terms in (53) which constitute a suffi-

ciently good approximation with a finite number of terms

depends upon how rapidly the eigenvalues decrease in value

after a certain index. The eigenfunctions of (55) are the

prolate spheroidal wave functions considered in [ 21] and

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URKOWITZ: DETECTION OF UNKNOWN DETERMINISTIC SIGNALS 531

separately in the body of our paper). Therefore, we ap-

proximate (53) by [6 1

LJ J

(56) [7]

[8 1

The approximation (56) may beconsidered by some to be [9]

more satisfactory than the approximation (7) based upon

sampling functions, because the rapidity of drop-off of the

P OI

terms can be judged by how rapidly the eigenvalues gi drop [I I ]

off after 2TW terms.

[I21

interval (0, T) is, using (56), ~ 3 1

Since the q5Xr) are orthonormal, the energy of n(t) in the

fT 2TW

Since the process is Gaussian, the qi are Gaussian. The vari-

ance of q i is gi and these are nearly the same for i s2TW. [16]

Thus, the energy in the finite duration sample of n( t ) is the

sum of 2TW squares of zero mean Gaussian variates all [17]

having the same variance. With appropriate normalization,

we are led to the chi-square distribution.

[I81

REFERENCES

~ 9 1

[ l ] U. Grenander, H. 0. Pollak, and D. Slepian, The distribution of [20]

quadratic forms in normal variates: A small sample theory with

applications to spectral analysis, J. SIAM, vol. 7, pp. 374401,

December 1959. P I 1

[2] I. J acobs, Energy detection of Gaussian communication signals,

Proc. 10th Natl Communication Symp., pp. W, October 1965.

[3] J. I. Marcum, A statistical theory of target detection by pulsed [22]

radar, IRE Trans. on Information Theory, vol. IT-6, pp. 59-267,

April 1960; see especially pp. 163-183.

I RE, vol. 37, pp. 1&21, J anuary 1949.

M. Zelen and N. C. Severo, Probability functions, in Handbook of

Mathematical Functions, M. Abramovitz and J . A. Stegun, Eds., NBS

Applied Math. Series 55. Washington, D. C.: U. S. Government

Printing Office, 1964, ch. 26.

R. A. Fisher and F. Yates, Statistical Tables for Biological, Agricul-

ture, and Medical Research. Edinburgh: Oliver and Boyd, 1953.

A. Hald, Statistical Tables and Formulas. New York: Wiley, 1952.

P. B. Patnaik, The noncentral x and F distributions and their

applications, Biometrika, vol. 36, pp. 202-232, 1949.

E. Fix, TablesofNoncentralx*, Publicationsin Statistics, vol. 1, no. 2.

Berkeley, CaIif. : University of California Press, pp. 15-19.

D. B. Owen, Handbook of Statistical Tables. Reading, Mass.:

Addison-Wesley, 1962.

J. A. Greenwood and H. 0. Hartley, Guide to Tables in Mathematical

Statistics. Princeton, N. J . : Princeton University Press, 1962.

W. B. Davenport, Jr., and W. L. Root, An Introduction to the Theory

ofRandom SignalsandNoise. New York: McGraw-Hill, 1958, p. 158

et seq.

D. E. Bailey and N. C. Randall, Nomogram determines probability

of detecting signals in noise, Electronics, p. 66, March 17, 1961.

S. V. Smirnov and M. K. Patapov, A nomogram for the x proba-

bility function, Theory Probability Appl. (USSR) (Engl. trans]. by

SIAM), vol. VI, no. 1, pp. 126126, 1961.

R. A. Fisher, The general sampling distribution of the multiple

correlation coefficient, Proc. Roy. SOC. (London), Ser. A, vol. 81,

pp. 654672, December 1928.

A. H. Heatley, A short table of Toronto functions, Trans. Roy.

SOC. (Canada), vol. 37, sec. 111, pp. 1S29, 1943.

R. L. Plackett, Principles of Regression Analysis. New York: Oxford

University Press, 1960.

R. Price, Some noncentral Fdistributions in closed form, Bio-

metrika, vol. 51, nos. 1-2, pp. 107-122, 1964.

L. E. Brennan and I. S. Reed, A recursive method of computing the

Q function, ZEEE Trans. on Information Theory (Correspondence),

D. Slepian and H. 0. Pollak, Prolate spheroidal wave functions,

Fourier analysis and uncertainty, I, Bell Sys. Tech. J., vol. 40, pp.

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D. Slepian and E. Sonnenblick, Eigenvalues associated with prolate

spheroidal wave functions of zero order, Bell Sys. Tech. J., vol. 44,

pp. 1745-1760, October 1965.

VO~. IT-11, pp. 312-313, April 1965.

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