Based on the asymptotic spectral distribution of Wigner matrices, a new normality test method is proposed via reforming the white noise sequence. In this work, the asymptotic cumulative distribution function （CDF） o...Based on the asymptotic spectral distribution of Wigner matrices, a new normality test method is proposed via reforming the white noise sequence. In this work, the asymptotic cumulative distribution function （CDF） of eigenvalues of the Wigner matrix is deduced. A numerical Kullback-Leibler divergence of the empiric-d spectral CDF based on test samples from the deduced asymptotic CDF is established, which is treated as the test statistic. For validating the superiority of our proposed normality test, we apply the method to weak SIPSK signal detection in the single-input single-output （SISO） system and the single-input multiple-output （SIMO） system. By comparing with other common normality tests and the existing signal detection methods, simulation results show that the proposed method is superior and robust.展开更多
基金Supported by the National Natural Science Foundation of China under Grant No 61371170the Fundamental Research Funds for the Central Universities under Grant Nos NP2015404 and NS2016038+1 种基金the Aeronautical Science Foundation of China under Grant No 20152052028the Funding of Jiangsu Innovation Program for Graduate Education under Grant No KYLX15_0282
文摘Based on the asymptotic spectral distribution of Wigner matrices, a new normality test method is proposed via reforming the white noise sequence. In this work, the asymptotic cumulative distribution function （CDF） of eigenvalues of the Wigner matrix is deduced. A numerical Kullback-Leibler divergence of the empiric-d spectral CDF based on test samples from the deduced asymptotic CDF is established, which is treated as the test statistic. For validating the superiority of our proposed normality test, we apply the method to weak SIPSK signal detection in the single-input single-output （SISO） system and the single-input multiple-output （SIMO） system. By comparing with other common normality tests and the existing signal detection methods, simulation results show that the proposed method is superior and robust.
