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On the Performance of Covariance Based Spectrum Sensing for Cognitive Radio

Article  in  IEEE Transactions on Signal Processing · July 2012

DOI: 10.1109/TSP.2012.2194708

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SUBMITTED TO IEEE TRANSACTIONS ON SIGNAL PROCESSING
On the Performance of Covariance Based Spectrum
Sensing for Cognitive Radio
Ming Jin, Youming Li, and Heung-Gyoon Ryu, Member, IEEE
Abstract—In this paper, the distribution of the test-statistic for
the covariance based detection (CBD) is studied in order to obtain
the mathematical expressions of false alarm probability (Pf ) and
detection probability (Pd ). The formulation of decision threshold
λ for any Pf is also presented. The expression of Pd allows to
evaluate the performance of the CBD technology. Finally, the
decision threshold, as well as the derived Pf and Pd , is verified
with Monte-Carlo simulations.
Index Terms—Cognitive radio, spectrum sensing, covariance
based detection, performance analysis.
I. I NTRODUCTION
C OGNITIVE radio (CR) [1]–[3] is identified as one of
the promising technologies for alleviating the problem
of wireless spectrum resource shortage which is caused by
current fixed spectrum allocation policies. In cognitive radio
networks, in order to prob available spectrum resources and to
avoid unacceptable interference to primary users, one of the
most important tasks is spectrum sensing [4].
Several spectrum sensing algorithms such as the matched
filtering detection (MFD) [5], [6], the energy detection (ED)
[7]–[9], [34], the cyclostationary detection (CSD) [10]–[12],
the sphericity test based detection (STBD) [35]–[38], the
generalized likelihood ratio test (GLRT) [42], the eigenvalue
based detection (EBD) [13]–[15], [39] and the covariance
based detection (CBD) [16], [17] have been proposed in
the literature. Pros and cons for most of these detectors are
elaborated in many studies, for example, see [18], [19]. Both
the STBD and the GLRT, as well as the EBD, implement
spectrum sensing via determining whether the eigenvalus of
the population covariance matrix from received signal are all
equal to each other, i.e., they determine whether the population
covariance matrix is a scaled identity matrix. However, in
some applications, for example, in multiple antenna case, the
noise power among antennas may not be coincident after some
array calibration. Then the performance of these detections
will degrade seriously. The CBD, as well as the STBD, the
GLRT and the EBD, exploits time and/or spatial correlation
of primary user signals without requiring prior information of
This work was partially supported by National Science Foundation of China
under Grant 61071119, Natural Science Foundation of Zhejiang Province
under Grants Y1110657 and Y1091155, Scientific and Technological Innova-
tions Teams of Zhejiang Province under Grant 2010R50009, Natural Science
Foundation of Ningbo Municipality under Grant 2011A610184, and K.C.
Wong Magna Fund in Ningbo University.
M. Jin, Y. Li are with the College of Information Science and En-
gineering, Ningbo University, Ningbo, China. (e-mail: {jinming, liyoum-
ing}@nbu.edu.cn).
H. G. Ryu is with the Department of Electrical, Electronic and Computer
Engineering, Chungbuk National University, Republic of Korea.
1
noise power. Hence, they are nonsensitive to noise uncertainty
which always exists in practice [20], [21]. In contrast with the
STBD and the EBD, the CBD maintains high performance
even when there is non-coincidence of noise power among
antennas. It should be noticed that the STBD and the EBD
have relatively higher complexity than the CBD due to the
determinant and the eigenvalue decomposition, respectively
[29].
The expression for the decision threshold of the EBD
technology has been analyzed based on random matrix theory.
It is mentioned in [22] and [23] that the largest and the
smallest eigenvalues of Wishart matrices are approximated to
deterministic values. With large sample number of the received
signal, under H0 the largest eigenvalue follows Tracy-Widom
distribution [24]. Based on the theorems in [22]–[24], the
asymptotic decision threshold is given in [15]. The exact deci-
sion threshold is derived in [25] by exploiting the expressions
of the joint distributions of an arbitrary subset of ordered
eigenvalues in Wishart matrices [26]. In addition, Kortun et
al. obtain the non-asymptotic analytical decision threshold
using the distribution of the condition number of Wishart
matrices in [27]. Besides false alarm probability (Pf ) which
is used to set decision threshold, Ref. [28] gives the detection
probability (Pd ) for the EBD algorithm using the theory of
spiked population models. The theoretical performance of the
STBD have also been derived recently [38].
To the best of our knowledge, there is only one theoretical
analysis [17] for the CBD algorithm. And because of some
approximations, as the authors of [17] claimed, the theoretical
results do not exactly match the simulated results even when
the number of samples is 50000. In this paper, we derive
the distribution of the test-statistic of the CBD technology
to obtain the expressions of Pf and Pd . The expression of
decision threahold for any Pf is also derived. These analytical
results match Mento-Carlo simulation results well. It should
be mentioned that although the theoretical results are derived
based on identity noise power, the numerical examples given
in Section VI show that the analytical results still match the
simulation results as long as the nonidentity of noise power is
not very serious.
It is noted that the analytical expressions of CBD for com-
plex signal case are difficult to be obtained. In complex signal
case, we implement spectrum sensing by using improved CBD
(iCBD) [41] which converts the complex signal problem to be
a real signal problem and has a better detection performance
over CBD. The analytical expressions for iCBD in complex
signal case are obtained by extending the expressions for CBD
in real signal case.
SUBMITTED TO IEEE TRANSACTIONS ON SIGNAL PROCESSING 2

p
The rest of this paper is organized as follows. Section II E[sm (k1 )s∗m (k2 )]/ Var[sm (k1 )]Var[sm (k2 )] with l = k2 −
introduces the signal model and reviews the covariance based k1 . In most practical cases, the real and imaginary parts of
detection, also gives description of iCBD. Section III derives communication signals are approximately independent of each
the analytical results for the detection performance and some other. Here, it is assumed that the real and imaginary parts of
statistical parameters required in the analytical results are s(k) are independent of each other. Hence, both ρpq and ρ(l)
given in Section IV. After discussing the decision threshold are real number. In addition, it is assumed that s(k) and n(k)
setting issue in Section V, we present numerical results in are independent of each other.
Section VI to verify the analysis. And some conclusions are The time correlation coefficient has been described in detail
made in Section VII. in [17]. The spatial cross-correlation coefficient between the
Notational remark: Upper-case boldface letters denote ma- pth and the qth antennas is [40]
trices hereafter, and lower-case boldface letters indicate vec- ¡ d ¢2
∗ T H −23Λ2 λpq
tors. The superscript (·) , (·) and (·) denote the conju- ρpq = e c . (2)
gate, the transpose and the conjugate transpose operators, √ 2
θs +2cosθs −2
respectively. E [·] represents expectation operator, Var (·) is where Λ = 2θs with θs being angular spread,
the corresponding variance, | · | is the magnitude operator, dpq and λc represent spacing between the antennas and
⊗ denotes Kronecker product, and ∗ represents convolution wavelength of carrier, respectively. It is shown in Fig. 1
operator. The symbols Re(x) and Im(x) represent the real and that the spatial cross-correlation coefficient of primary signal
imaginary parts of x, respectively . over two antennas versus angular spread under the constraint
of dpq = 0.5λc . It shows that the spatial cross-correlation
II. C OVARIANCE BASED D ETECTION coefficient reaches peak (i.e., ρpq = 1) when the angular
spread is 0 rad. With the increasing of the angular spread,
A. Signal model and covariance based detection
the spatial cross-correlation coefficient decreases. However,
Either time or spatial correlation (or both of them) can even the angular spread increases to 1.5 rad, the spatial cross-
be exploited by the CBD technology for sensing the primary correlation coefficient is still over 0.75. This illuminates that
users. Time correlation is guaranteed for several reasons [17]: the spatial cross-correlation coefficient is high while smart
1) oversampled signal; 2) propagation channel with time antenna is deployed with small spacing between antennas.
dispersion; 3) correlated primary signal. While closely placed Considering L consecutive time samples from the M an-
antennas are deployed, there is always spatial (or antenna) tennas, the recorded signal is written in vector form as
correlation especially in low population density areas, typical  
of rural environments [30]. x(k)
 x(k − 1) 
Consider a cognitive user with M antennas being deployed.  
xM L (k) =  .. . (3)
Let xm (k) be the discrete-time received signal from the mth  . 
antenna. With the binary hypotheses, the received signal from x(k − L + 1)
the M antennas can be described in vector form by the
following expression [31] When M = 1, it gives xM L (k) = [x1 (k), x1 (k −
( 1), · · · , x1 (k − L + 1)]T which means only time correlation
n(k), H0 can be exploited. When L = 1, xM L (k) = x(k) implies one
x(k) = (1) can exploit spatial correlation.
s(k) + n(k), H1
The statistical covariance matrix of the received signal is
where H0 represents the absence of primary users, i.e., the defined as £ ¤
received signal x(k) = [x1 (k), x2 (k), · · · , xM (k)]T contains Rx = E xM L (k)xHM L (k) . (4)
only independent and identically distributed (IID) additive
Then (
zero-mean white circularly symmetric complex Gaussian noise σn2 IM L , H0
vector n(k) = [n1 (k), n2 (k), · · · , nM (k)]T , and n(k) ∼ Rx = . (5)
CN (0, σn2 IM ) with σn2 and IM being the noise power and an σs2 Rt ⊗ Rs + σn2 IM L , H1
identify matrix of size M , respectively. H1 represents the pres- where [17]
ence of primary users, i.e., x(k) consists of primary user signal  
ρ(0) ρ(1) ··· ρ(L − 1)
corrupted by noise. s(k) = [s1 (k), s2R(k), · · · , sM (k)]T de-  
2π  ρ(−1) ρ(0) ··· ρ(L − 2) 
notes the received signal, and sm (k) = 0 hm (t, θ)∗s(t, θ)dθ Rt =  .. .. .. ..  (6)
where s(t, θ) denotes the primary signal from azimuthal angle  . . . . 
θ and hm (t, θ) represents its corresponding impulse response ρ(1 − L) ρ(2 − L) · · · ρ(0)
of channel on the mth antenna. It is assumed that s(k) ∼ and  
CN (0, σs2 Rs ) with Rs (p, q) = ρpq being the (p, q)th element ρ11 ρ12 ··· ρ1M
of Rs . The term σs2 is the primary signalppower on each receiv-  ρ21 ρ22 ··· ρ2M 
 
ing antenna, and ρpq = E[sp (k)s∗q (k)]/ Var[sp (k)]Var[sq (k)] Rs =  .. .. .. .. . (7)
 . . . . 
is spatial auto- or cross-correlation coefficient between
ρM 1 ρM 2 ··· ρM M
the primary signals from the pth and the qth antennas.
The time domain cross-correlation coefficient of the pri- It should be noted that ρ(l) = ρ(−l) and ρpq = ρqp in both
mary signal from one antenna is assumed to be ρ(l) = real and complex signal cases. And ρ(0) = 1, ρpp = 1.
SUBMITTED TO IEEE TRANSACTIONS ON SIGNAL PROCESSING 3

0.95

0.9

0.85

cross−correlation coefficient
0.8

0.75

0.7

0.65

0.6

0.55

0.5

0.45
0 0.5 1 1.5 2 2.5 3
Angle spread (rad)

Fig. 1. Cross-correlation coefficient of primary signal over two antennas with dpq = 0.5λc versus angular spread.

Hence, xM L (k) is a multivariate random vector with the

general statistical properties Re (Rx ) = E[Re(xM L (k)) · Re(xM L (k))T
( (13)
CN (0, σn2 IM L ), H0 + Im(xM L (k)) · Im(xM L (k))T ].
xM L (k) ∼ 2 2
. (8)
CN (0, σs Rt ⊗ Rs + σn IM L ), H1 Then the test-statistic of the improved CBD is given by
One can select M > 1 and L > 1 to exploit both spatial PM
p6=q;p,q=1 |Re(Rx (p, q))|
and time correlation in multiple antenna case. Also, one can T = PM (14)
exploit time correlation by setting M = 1 and L > 1. To p=1 |Re(Rx (p, p))|
simplify the notion, in the rest of this paper, we consider the which converts the complex signal problem to be a real signal
CBD exploiting only spatial correlation in multiple antenna problem.
case, i.e., we set M > 1 and L = 1. Hnece, It has be shown in [41] that better detection performance
(
σn2 IM , H0 can be achieved by using (14) than (10) in complex signal
Rx = 2 2
. (9) case. And in real signal case, the test-statistics in (14) and
σs Rs + σn IM , H1
(10) become the same.
It will show by simulation in Sec. VI that the obtained In [41], we have derived the decision threshold expression of
analytical results are still good also in case of time correlated the improved CBD for only two antennas case. In this paper,
received signals. both the decision threshold (or false alarm probability, Pf )
If primary user is not present, then σs2 = 0. Hence, the and detection probability (Pd ) expressions are obtained for
off-diagonal elements of Rx are all zeros. Otherwise, because any antennas case.
of the spatial-time correlation of primary signals, Rx is not
a diagonal matrix. Therefore, the ratio of the non-diagonal
B. Sample covariance matrix
elements to the diagonal elements of Rx can be used to detect
the presence of primary users . With these obversions, the test- In practice, the statistical covariance matrix Rx is estimated
statistic of CBD is given by [17] through a sample covariance matrix. Introduce K as the
number of samples collected by each receiver during the
T1
T = (10) sensing period.
T2
In real signal case and L = 1, the received signal xM L (k) =
where x(k) is a real vector. Then the M × M sample covariance
M
X
T1 = |Rx (p, q)| (11) matrix R̂x is defined as
K
p6=q;p,q=1
1 X
and R̂x = x(k)xT (k). (15)
M
K
X k=1
T2 = |Rx (p, p)|. (12) While in complex signal case, the M ×M sample covariance
p=1
matrix R̂x is defined as
Considering that the real part of primary signal is indepen- K
dent of its imaginary part in complex signal case, an improved 1 X
R̂x = [Re(x(k))·Re(x(k))T +Im(x(k))·Im(x(k))T ].
version of the CBD has been given in [41]. The improved CBD 2K
k=1
(iCBD) utilizes only the real part of Rx , i.e., Re (Rx ) where (16)
SUBMITTED TO IEEE TRANSACTIONS ON SIGNAL PROCESSING 4

Then, the test-statistic of (improved) CBD is given by Then we can write [T̂1 , T̂2 ]T as
· ¸ · ¸· ¸ · ¸
T̂1 T̂1 α11 α12 U1 µT̂1
T̂ = (17) = + (26)
T̂2 T̂2 α21 α22 U2 µT̂2
where where α11 = p
σT̂
1
ρ σ ρ σ
, α12 = pT̂1 T̂2 2 T̂1 , α21 = pT̂1 T̂2 2 T̂2
M
X 1+ρ2 1+ρ 1+ρ
T̂1 T̂2 T̂1 T̂2 T̂1 T̂2
T̂1 = |R̂x (p, q)| (18) σT̂
and α22 = p 2
.
p6=q;p,q=1 1+ρ2
T̂ T̂
ρT̂ T̂ σT̂1 2
and Let ζ = 1 2
σT̂
1
, it can be easily verified that
M
X 2

T̂2 = |R̂x (p, p)|. (19) h³ ´ i h³ ´i h i

p=1
E T̂1 − ζ T̂2 T̂2 = E T̂1 − ζ T̂2 E T̂2 (27)

Based on the description above, we can get that once the Hence T̂1 − ζ T̂2 is independent of T̂2 . So we have
detection performance expressions of CBD for real signal case
based on R̂x in (15) is derived, the results can be easily T̂1 − ζ T̂2 (α11 − ζα21 ) U1 + µT̂1 − ζµT̂2
= . (28)
extended to complex signal case for iCBD based on R̂x T̂2 α21 U1 + α22 U2 + µT̂2
in (16). I.e., as for iCBD in the complex signal case, the
Furthermore, (28) has the same distribution as
analytical expressions can be obtained by just replacing σs2 ,
σn2 , K with 12 σs2 , 21 σn2 and 2K, respectively, in the expressions (α11 − ζα21 ) U1 + µT̂1 − ζµT̂2
for the real signal case. In the following, we derive the . (29)
σT̂2 U2 + µT̂2
analytical expressions of CBD based on R̂x in (15).
Denoting with λ the decision threshold of CBD, such that Combining (28) and (29) gives
we can make decision as T̂1 (α11 − ζα21 ) U1 + µT̂1 − ζµT̂2
( =ζ+ . (30)
H0 , T̂ < λ T̂2 σT̂2 U2 + µT̂2
decision = . (20)
H1 , T̂ > λ Hence we have
à !
The Pf and Pd are given by T̂1
³ ´ Pr >λ
Pf = Pr T̂ > λ|H0 (21) T̂2
à !
(α11 − ζα21 ) U1 + µT̂1 − ζµT̂2
and ³ ´ = Pr ζ + >λ
Pd = Pr T̂ > λ|H1 , (22) σT̂2 U2 + µT̂2
³ ³ ´
respectively. = Pr (α11 − ζα21 ) U1 + µT̂1 − ζµT̂2 > σT̂2 U2 + µT̂2
These probabilities depend on the distribution of T̂ under ´
× (λ − ζ) , σT̂2 U2 + µT̂2 > 0
the two hypotheses. Thus, (21) and (22) can be written as ³ ³ ´
Pf = 1 − FT̂ |H0 (λ) (23) + Pr (α11 − ζα21 ) U1 + µT̂1 − ζµT̂2 < σT̂2 U2 + µT̂2
´
and × (λ − ζ) , σT̂2 U2 + µT̂2 < 0
Pd = 1 − FT̂ |H1 (λ) (24) ³
= Pr (α11 − ζα21 ) U1 − (λ − ζ) σT̂2 U2 > λµT̂2 − µT̂1 ,
where FT̂ |H0 (λ) and FT̂ |H1 (λ) are the cumulative distribution ´
σT̂2 U2 > −µT̂2
functions (CDFs) of T̂ under H0 and H1 hypotheses, respec- ³
tively. + Pr (α11 − ζα21 ) U1 − (λ − ζ) σT̂2 U2 < λµT̂2 − µT̂1 ,
If the CDFs of T̂ can be obtained with analytical expres- ´
sions, one can set the decision threshold for any given Pf , and σT̂2 U2 < −µT̂2
easily evaluate the detection performance. In the next sections, (31)
the distribution of T̂ is derived and the formulae of detection
performance and decision threshold are obtained. It can be easily obtained that the cross-correlation coefficient
of (α11 − ζα21 ) U1 − (λ − ζ) σT̂2 U2 and σT̂2 U2 is
III. D ISTRIBUTION OF T̂ − (λ − ζ) σT̂2
With central limit theorem, T̂1 and T̂2 approach Gaussian ρU = q . (32)
2 2
(α11 − ζα21 ) + (λ − ζ) σT̂2
distributions [17]. Assumed that T̂1 and T̂2 have the means 2

µT̂1 and µT̂2 , and the variances σT̂2 and σT̂2 . Their cross- Then we can achieve
1 2
correlation coefficient is ρT̂1 T̂2 . Let U1 and U2 be independent à !
standard normal variables, i.e., T̂1
· ¸ µ· ¸ · ¸¶ Pr > λ = 1 + 2Q (ξU , ηU , ρU )
U1 0 1 0 T̂2 (33)
∼N , . (25)
U2 0 0 1 − Q (ξU , −∞, ρU ) − Q (−∞, ηU , ρU )
SUBMITTED TO IEEE TRANSACTIONS ON SIGNAL PROCESSING 5

where Q (ξU , ηU , ρU ) is 2D Gaussian Q-function with Lemma 2: If p 6= q, we have

Q (ξU , ηU , ρU ) v ³ ´
u
Z u 2 (σ 2 + σ 2 )2 + ρ2 σ 4 Kρ2 4
+∞ Z u2 −2ρU uv+v 2 pq σs
1 +∞ − (34) t s n pq s −
((σs2 +σn2 )2 +ρ2pq σs4 )
= p e (
2 1−ρ2
U) dudv E [|r̂pq |] = e 2

2π 1 − ρ2U Kπ
ξU ηU    
and    
λµT̂2 − µT̂1 ρpq σs2
ξU = q (35) + ρpq σs2  
2Φ − r ³
 
´  − 1 .
2 2 2
(α11 − ζα21 ) + (λ − ζ) σT̂2 1
K (σs2 + σn2 ) + ρ2pq σs4
2

µT̂2 (45)
ηU = − . (36)
σT̂2
µ Proof: r̂pq follows normal distribution, so |r̂pq | follows
When σT̂2 is large enough that we can ignore the possibility folded normal distribution [32]. Hence (45) can be easily
T̂2
of σT̂2 U2 < −µT̂2 , (33) can be reduced to obtained with the result in [32].
à ! With Lemma 1 and Lemma 2, the following Theorem is
T̂1 ³
Pr > λ ≈ Pr (α11 − ζα21 ) U1 − (λ − ζ) σT̂2 U2 given.
T̂2 Theorem 1:
´
> λµT̂2 − µT̂1 h i M
X
= Φ (ξU ) µT̂1 = E T̂1 = E [|r̂pq |] (46)
(37) p6=q;p,q=1

where Z +∞ with E [|r̂pq |] given in (45), and

1 1 2
Φ(t) = √ e− 2 t dt. (38)
2π t h i M
X M
X
Both (33) and (37) show that we can obtain the probability µT̂2 = E T̂2 = E [|r̂ll |] = E [r̂ll ]
(47)
of T̂T̂1 > λ as long as we have the statistical parameters of ¡ l=1
¢ l=1
2
µT̂1 , µT̂2 , σT̂2 , σT̂2 and ρT̂1 T̂2 . In the next section, we will = M σs2 + σn2 .
1 2
derive these parameters.

IV. S TATISTICAL PARAMETERS OF T̂ Lemma 3: We have the following cross-correlation coeffi-

cients:
In this section, we will derive the statistical parameters √
of T̂ . First of all, these parameters are derived under H1 2ρpq σs2
ρr̂pq r̂qq = q , (48)
hypothesis. The parameters can be forwardly obtained under 2
(σs2 + σn2 ) + ρ2pq σs4
H0 hypothesis by setting σs2 = 0. Let r̂pq = R̂x (p, q). We
have the following lemmas. √
Lemma 1: 2ρ ρ σ 4
³ ´ ρr̂pq r̂ll = q lp lq s (49)
2
r̂pq ∼ N µr̂pq , σr̂2pq (σs2 + σn2 ) (σs2 + σn2 ) + ρ2pq σs4
µ ´¶
1 ³¡ 2 ¢2 (39)
= N ρpq σs2 , σs + σn2 + ρ2pq σs4 , p 6= q ¡ ¢
K ρqj σs2 σs2 + σn2 + ρpq ρpj σs4
µ ¶ ρr̂pq r̂pj =q q
¡ ¢ 2 ¡ 2 ¢2 2 2
(σs2 + σn2 ) + ρ2pq σs4 (σs2 + σn2 ) + ρ2pj σs4
r̂ll ∼ N µr̂ll , σr̂2ll = N σs2 + σn2 , σs + σn2 . (40)
K (50)
Proof: It can be easily obtained that (ρpl ρqj + ρpj ρql ) σs4
ρr̂pq r̂lj = q q
E [xp (k)xq (k)] = E [(sp (k) + np (k)) (sq (k) + nq (k))] 2 2
(σs2 + σn2 ) + ρ2pq σs4 (σs2 + σn2 ) + ρ2lj σs4
(41)
= ρpq σs2 (51)
£ ¤ with p, q, l and j being different from each other.
Var [xp (k)xq (k)] = E x2p (k)x2q (k) − E2 [xp (k)xq (k)]
¡ ¢2 (42) Proof: See Appendix A.
= σs2 + σn2 + ρ2pq σs4 Lemma 4: This result can be found in [33]. If z1 ∼
£ ¤ h i N (µ1 , σ12 ) and z2 ∼ N (µ2 , σ22 ). The cross-correlation coeffi-
2
E x2l (k) = E (sl (k) + nl (k)) = σs2 + σn2 (43)
cient of z1 and z2 is ρ12 . Then we have
£ ¤ £ ¤ £ ¤ ¡ ¢2
Var x2l (k) = E x4l (k) − E2 x2l (k) = 2 σs2 + σn2 . E [|z1 z2 |] = f (µ1 , µ2 , σ1 , σ2 , ρ12 ) + f (−µ1 , −µ2 , σ1 , σ2 , ρ12 )
(44)
+ f (−µ1 , µ2 , σ1 , σ2 , −ρ12 ) + f (µ1 , −µ2 , σ1 , σ2 , −ρ12 )
Based on the central limit theorem, we have (39) and (40). (52)
SUBMITTED TO IEEE TRANSACTIONS ON SIGNAL PROCESSING 6

where Proof: It can be easily obtained that

· µ ¶  
µ1 µ2 h i XM M
X
f (µ1 , µ2 , σ1 , σ2 , ρ12 ) = G11 − , − , ρ12 σ1 σ2
σ1 σ2 E T̂1 T̂2 = E  |r̂pq | · |r̂ll |
µ ¶
µ1 µ2 p6=q;p,q=1 l=1
+ G10 − , − , ρ12 σ1 µ2  
σ σ2 M
X M
X
µ 1 ¶ (53)
µ1 µ2 = E |r̂pq | (|r̂pp | + |r̂qq |) + |r̂pq r̂ll |
+ G10 − , − , ρ12 σ2 µ1 p6=q;p,q=1 l6=p,q;l=1
σ σ2  
µ1 ¶
µ1 µ2 M
X M
X
+µ1 µ2 ] Q − , − , ρ12 = 2E [|r̂pq r̂qq |] + E [|r̂pq r̂ll |] .
σ1 σ2
p6=q;p,q=1 l6=p,q;l=1
and (60)

Z +∞
1  1 e− 12 θ
2 1 2
G10 (θ, δ, γ) = e− 2 u du Theorem 3: The cross-correlation coefficient of T̂1 and T̂2
Q(θ, δ, γ) 2π √δ−γθ
1−γ 2 is h i

Z +∞ E T̂1 T̂2 − µT̂1 µT̂2
γ 1 2
− 12 u2 q
+ e− 2 δ e du , ρT̂1 T̂2 = (61)
2π √θ−γδ σT̂2 σT̂2
1−γ 2 1 2

(54) h i
where E T̂1 T̂2 , µT̂1 , µT̂2 , σT̂2 and σT̂2 are given in Lemma
1 2
G01 (θ, δ, γ) = G10 (δ, θ, γ), (55) 5, Theorem 1 and Theorem 2.
1 2 Z +∞
γθe− 2 θ 1 2
G11 (θ, δ, γ) = γ + e− 2 u du
2πQ(θ, δ, γ) √δ−γθ
Z +∞
1−γ 2 V. T HE D ECISION T HRESHOLD
− 21 δ 2
γδe 1 2
+ e− 2 u du (56) In this Section, we derive the expression of the decision
2πQ(θ, δ, γ) √θ−γδ threshold for any given Pf . Exploiting the results in Section
1−γ 2
p 2 2 III and Section IV and setting σs2 = 0, we can obtain the
1 − γ 2 − θ 2−2γθδ+δ
(1−γ 2 ) .
+ e following results.
2πQ(θ, δ, γ) r
2 2 2
µT̂1 |H0 = (M − M ) σ , (62)
Theorem 2: The variances of T̂1 and T̂2 are given by Kπ n

M µ ¶ µT̂2 |H0 = M σn2 , (63)

X 1 ¡ 2 ¢2 K + 1 2 4
σT̂2 =2 σs + σnn + ρpq σs µ ¶
1 K K 1 4
p6=q;p,q=1 σT̂2 = (M 2 − M ) 2 − σn4 , (64)
1 |H0 K π
M
X
+4 E [|r̂pq r̂pj |] (57)
2M 4
p6=q;j6=p,q;p,q,j=1 σT̂2
σ , =
(65)
M
K n 2 |H0
X Ã √
+ E [|r̂pq r̂lj |] − µ2T̂ h i 2 2 −K/4
1 3 2
p6=q;l6=j;l6=p,q;j6=p,q;p,q,l,j=1 E T̂1 T̂2 |H0 =(M − M ) e
Kπ
and r à à r ! Ãr !!!
2 K K
M + Φ − −Φ σn4 ,
2M ¡ 2 ¢2 2 X Kπ 2 2
σT̂2 = σs + σn2 + ρ2pq σs4 , (58)
2 K K (66)
p6=q;p,q=1
and h i
respectively, with p, q, l, j being different from each other. And
E T̂1 T̂2 |H0 − µT̂1 |H0 µT̂2 |H0
E [|r̂pq r̂pj |] and E [|r̂pq r̂lj |] can be calculated using Lemma 1, ρT̂1 T̂2 |H0 = . (67)
Lemma 3 and Lemma 4. σT̂1 |H0 σT̂2 |H0
Proof: See Appendix B. 2
Lemma 5: which is independentq of the noise power σn .
µT̂ |H K
  Here σ 2 0 = 2M . In practice, the sample number K is
h i XM XM T̂2 |H0

2E [|r̂pq r̂qq |] + always larger thanq the antenna number M . So it is reasonable
E T̂1 T̂2 = E [|r̂pq r̂ll |] .
K
p6=q;p,q=1 l6=p,q;l=1 to assume that 2M is large enough that we can use (37) to
(59) elevate the Pf .
SUBMITTED TO IEEE TRANSACTIONS ON SIGNAL PROCESSING 7

We have While in complex signal case, the empirical result of CBD,

¯
¯ the empirical and analytical results of iCBD and STBD are
λµT̂2 − µT̂1 ¯
ξU (λ)|H0 = q ¯ H0 . (68) compared. The analytical expressions of iCBD are obtained
¯
2 2
(α11 − ζα21 ) + (λ − ζ) σT̂2 ¯ by replacing σs2 , σn2 , K with 21 σs2 , 12 σn2 and 2K, respectively,
2
in the analytical expressions of CBD.
Combining (37) and (68), we can obtain the decision threshold It should be mentioned that the test-statistic given in [17]
for any Pf via finding the solution of is (T + 1) instead of T . Hence, we should use the decision
ξU (λ)|H0 = Φ−1 (Pf ) (69) threshold (λ + 1) instead of λ in eqn. (74) and eqn. (77) given
in [17] to calculate the Pf and Pd .
where Φ−1 (·) is the inverse function of Φ(·). In practice, there is always amplitude and phase mismatch
The (69) can be transformed to a quadratic equation of λ between antenna elements [43]. To guarantee that the received
that primary signals from different antenna elements have the same
Aλ2 + Bλ + C = 0 (70) gain, one should calibrate the channels via applying weighting
factors which will produce the nonidentity noise power among
where
2M ¡ −1 ¢2 antenna elements. The noise power on the mth antenna after
A = M2 − Φ (Pf ) , (71) calibration is assumed to be σm 2
, and
K
à √ r √
2 2 −K/4 2 σm = σn (1 + 12σg um ) (76)
B =2(M 3 − M 2 ) e +
Kπ Kπ where um is a random variable which has a uniform distri-
à à r ! Ãr ! !!
K K ¡ −1 ¢2 bution between −0.5 and 0.5. σg = 0 means that the noise
× Φ − −Φ −1 Φ (Pf ) power among antennas are identity. Otherwise, the antennas
2 2
r have nonidentity noise power.
2
− 2(M 3 − M 2 )
Kπ A. Pf versus λ
(72)
Fig. 2 shows the Pf of CBD for fixed K and different M
and in real signal case. Fig. 2 (a-c) is obtained with K = 100 for
¡ ¢2 2 1 − ρ2T̂ T̂ |H + 2ρ4T̂ T̂ |H different σg , and Fig. 2 (d-f) is obtained by increasing K to
C = M2 − M − 1 2 0 1 2 0
1000. Fig. 2 shows that the analytical Pf given in [17] does
Kπ 1 + ρ2T̂ T̂ |H
µ
1 2 0
¶ (73) not fit the empirical results well. While the proposed analytical
1 2 4 Pf matches the empirical results quite well even when there
× (M − M ) 2 −
K π is non-coincidence of noise power among antennas.
With different values of K, the Pf curves are given in Fig.
with ρT̂1 T̂2 |H0 given in (67).
3(a-c) and Fig. 3(d-f) for M = 10 and M = 20, respectively.
Considering that Φ−1 (Pf ) = −Φ−1 (1 − Pf ), the decision
In Fig. 3, only the proposed analytical Pf and the empirical
threshold is given by
√ results are given, for considering that the analytical Pf of [17]
−B + B 2 − 4AC does not fit the empirical results well. Fig. 3 illuminates that
λ= (74) the proposed analytical Pf is consistent with the empirical
2A
for Pf ≤ 0.5 and results while K is large enough.
√ In complex signal case, the numerical results are given in
−B − B 2 − 4AC Fig. 4 and Fig. 5. Considering that the analytical expressions
λ= (75)
2A of CBD for complex signal case are difficult to be obtained,
for Pf > 0.5. the results of iCBD for complex signal is given. In addition,
The decision threshold is independent of the noise power the results of STBD are also considered. Fig. 4 shows the
σn2 . Hence, the CBD is nonsensitive to noise uncertainty. analytical and empirical Pf versus λ for different M with
given K and σg . It indicates that the analytical Pf of both
VI. N UMERICAL R ESULTS iCBD and STBD match their empirical results when σg = 0
which means the noise power among antennas is equal. When
In this section, the obtained analytical expressions of the
σg 6= 0, however, the analytical Pf of STBD will deviates its
decision threshold λ, Pf and Pd are validated by comparing
empirical result. And the analytical Pf of iCBD still matches
them with empirical results, obtained from Monte-Carlo sim-
its empirical result. Fig. 5 evaluates the convergency of the
ulations with 104 independent trails. The decision threshold λ
analytical Pf of iCBD. Fig. 5 illuminates that the analytical Pf
is calculated with (74) and (75), and Pf and Pd are calculated
of iCBD convergence to its empirical one even when σg 6= 0.
with (37). For simplification, here, we assume that the sensing
array, whose antennas are placed in a line, is deployed. And the
spatial correlation coefficients of the received signals between B. Pd versus SN R
the pth and the qth receiving antennas is ρpq = ρ|p−q| . In the In this subsection, we will investigate the detection prob-
following simulations, the empirical and analytical results of ability for different signal-to-noise ratio (SNR). The SNR is
[17] and this paper of CBD are compared in real signal case. defined as SNR = σs2 /σn2 . The M and K are selected as 4
SUBMITTED TO IEEE TRANSACTIONS ON SIGNAL PROCESSING 8

1 1 1
False alarm probability ( Pf)

M = 10 M = 10 M = 10
0.8 0.8 0.8

0.6 0.6 0.6

M = 20 M = 20 M = 20
0.4 0.4 0.4

0.2 0.2 0.2

M=4 M=4 M=4
0 0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2 0 0.5 1 1.5 2
Decision threshold (λ) Decision threshold (λ) Decision threshold (λ)
(a) K = 100, σg = 0 (b) K = 100, σg = 0.1 (c) K = 100, σg = 0.2

1 1 1
False alarm probability ( Pf)

M = 10 M = 10 M = 10
0.8 0.8 0.8

0.6 0.6 0.6

M = 20 M = 20 M = 20
0.4 0.4 0.4

0.2 0.2 0.2

M=4 M=4 M=4
0 0 0
0 0.2 0.4 0 0.2 0.4 0 0.2 0.4
Decision threshold (λ) Decision threshold (λ) Decision threshold (λ)
(d) K = 1000, σg = 0 (e) K = 1000, σg = 0.1 (f) K = 1000, σg = 0.2

Fig. 2. False-alarm probability versus decision threshold for CBD in real signal case. Circle: empirical Pf of CBD; Dash-dot line: analytical Pf given in
[17]; Solid line: the proposed analytical Pf .

1 1 1
False alarm probability ( Pf)

0.8 K = 10 0.8 K = 10 0.8 K = 10

0.6 K = 100 0.6 K = 100 0.6 K = 100
0.4 K = 1000 0.4 K = 1000 0.4 K = 1000
K = 2000 K = 2000 K = 2000
0.2 0.2 0.2

0 0 0
0 0.5 1 1.5 0 0.5 1 1.5 0 0.5 1 1.5
Decision threshold (λ) Decision threshold (λ) Decision threshold (λ)
(a) M = 10, σg = 0 (b) M = 10, σg = 0.1 (c) M = 10, σg = 0.2

1 1 1
False alarm probability ( Pf)

K = 100 K = 100 K = 100

0.8 0.8 0.8
K = 1000 K = 1000 K = 1000
0.6 0.6 0.6
K = 2000 K = 2000 K = 2000
0.4 0.4 0.4

0.2 0.2 0.2

0 0 0
0 0.5 1 1.5 0 0.5 1 1.5 0 0.5 1 1.5
Decision threshold (λ) Decision threshold (λ) Decision threshold (λ)
(d) M = 20, σg = 0 (e) M = 20, σg = 0.1 (f) M = 20, σg = 0.2

Fig. 3. False-alarm probability versus decision threshold for CBD in real signal case. Point-dash-dot line: empirical Pf of CBD; Solid line: the proposed
analytical Pf .
SUBMITTED TO IEEE TRANSACTIONS ON SIGNAL PROCESSING 9

1 1 1
False alarm probability ( Pf)
M=4
M = 10
0.8 0.8 0.8
M = 20
0.6 0.6 0.6 M = 10
M = 20
0.4 0.4 0.4
M = 10
0.2 M=4 0.2 0.2 M = 20
M=4
0 0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2 0 0.5 1 1.5 2
Decision threshold (λ) Decision threshold (λ) Decision threshold (λ)
(a) K = 100, σg = 0 (b) K = 100, σg = 0.1 (c) K = 100, σg = 0.2

1 1 1
False alarm probability ( Pf)

M = 10
0.8 0.8 M = 20 0.8
M = 20
0.6 0.6 0.6
M = 20
0.4 M = 10 0.4 M = 10 0.4
M=4
0.2 M=4 0.2 M=4 0.2

0 0 0
0 0.5 1 0 0.5 1 0 0.5 1
Decision threshold (λ) Decision threshold (λ) Decision threshold (λ)
(d) K = 1000, σg = 0 (e) K = 1000, σg = 0.1 (f) K = 1000, σg = 0.2

Fig. 4. False-alarm probability versus decision threshold for iCBD and STBD in complex signal case. Circle: empirical Pf of iCBD; Solid line: the proposed
analytical Pf of iCBD; Point-dash-dot line: empirical Pf of STBD; Dash-dot line: analytical Pf of STBD.

1 1 1
False alarm probability ( Pf)

False alarm probability ( P )

False alarm probability ( Pf)

f

0.8 0.8 0.8

K = 10 K = 10 K = 10
0.6 K = 100 0.6 K = 100 0.6 K = 100

0.4 K = 1000 0.4 K = 1000 0.4 K = 1000

0.2 K = 2000 0.2 K = 2000 0.2 K = 2000

0 0 0
0 0.5 1 1.5 0 0.5 1 1.5 0 0.5 1 1.5
Decision threshold (λ) Decision threshold (λ) Decision threshold (λ)
(a) M = 10, σg = 0 (b) M = 10, σg = 0.1 (c) M = 10, σg = 0.2

1 1 1
False alarm probability ( Pf)

False alarm probability ( P )

False alarm probability ( Pf)

f

0.8 K = 100 0.8 K = 100 0.8 K = 100

K = 1000 K = 1000 K = 1000
0.6 0.6 0.6
K = 2000 K = 2000 K = 2000
0.4 0.4 0.4

0.2 0.2 0.2

0 0 0
0 0.5 1 1.5 0 0.5 1 1.5 0 0.5 1 1.5
Decision threshold (λ) Decision threshold (λ) Decision threshold (λ)
(d) M = 20, σg = 0 (e) M = 20, σg = 0.1 (f) M = 20, σg = 0.2

Fig. 5. False-alarm probability versus decision threshold for iCBD in complex signal case. Point-dash-dot line: empirical Pf of iCBD; Solid line: the
proposed analytical Pf of iCBD.
SUBMITTED TO IEEE TRANSACTIONS ON SIGNAL PROCESSING 10

1
1
Empirical−CBD−σ =0 0.9
g
0.9 Empirical−CBD−σg=0
Empirical−CBD−σg=0.1
0.8 Empirical−CBD−σg=0.1
0.8 Empirical−CBD−σ =0.2
g

Detection Probability ( P )
Analytical−[17] 0.7 Empirical−CBD−σg=0.2

d
Detection Probability ( Pd )

0.7
Analytical−Proposed for CBD Empirical−iCBD−σ =0
g
0.6
0.6 Empirical−iCBD−σg=0.1
0.2

0.5 0.5 Empirical−iCBD−σg=0.2

0.15
0.4 Empirical−STBD−σg=0
0.4
f
P 0.1
Empirical−STBD−σg=0.1
0.3 0.3
0.05 Empirical−STBD−σg=0.2
0.2 0.2 Analytical−Proposed for iCBD
0
0 0.05 0.1 0.15 0.2
0.1 Fig. 2(d) Decision threshold (λ) 0.1
M = 4, K = 1000
0 0
−20 −18 −16 −14 −12 −10 −8 −6 −4 −2 0 −20 −15 −10 −5 0
(a) SNR (dB) (b) SNR (dB)

Fig. 6. Detection probability versus SNR with M = 4, K = 1000 and ρ = 0.8. (a) real signal case; (b) complex signal case.

1
1
0.9
0.9 1 σg = 0.1
0.8
0.95
0.8
σ =0
Detection Probability ( Pd )

0.7 g 0.9
Detection Probability ( Pd )

0.7 σ =0 σ = 0.2
g
0.6 σg = 0.1 0.85
g

0.6
0.8
0.5 σg = 0.2
0.5 0.75
0.4
0.4 0.7
0 0.05 0.1 0.15 0.2
0.3 Analytical−Proposed for CBD Analytical−Proposed for iCBD
0.3
Analytical−[17] Empirical−CBD
0.2 Empirical−CBD Empirical−iCBD
0.2
Empirical−GLRT Empirical−GLRT
0.1 0.1 Empirical−EG
Empirical−EG
Empirical−STBD
0 0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
(a) False Alarm Probability ( P ) (b) False Alarm Probability ( P )
f f

Fig. 7. Detection probability versus false alarm probability with M = 4, K = 1000, ρ = 0.8 and SNR = −12 dB. (a) real signal case; (b) complex signal
case. In this figure, the same line specifications is used for each detector with different σg .

1 1

0.9 0.9

0.8 0.8
Analytical−Proposed for CBD
Empirical−CBD
Detection Probability ( P )

Detection Probability ( P )

0.7 Analytical−[17] 0.7

d

Empirical−iCBD
Empirical−CBD
Empirical−STBD
0.6 Empirical−GLRT 0.6
Empirical−EG
Empirical−EG
0.5 0.5 Empirical−GLRT
Analytical−Proposed for iCBD
0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
(a) False Alarm Probability ( Pf ) (b) False Alarm Probability ( Pf )

Fig. 8. Detection probability versus false alarm probability with M = 1, L = 4, K = 1000 and SNR = −12 dB. (a) real signal case; (b) complex signal
case.
SUBMITTED TO IEEE TRANSACTIONS ON SIGNAL PROCESSING 11

and 1000, respectively. The Pf is set to 0.1, and the decision applied to time correlation case. Also, the GLRT and EG are
threshold λ is calculated with (74) for the given Pf . Fig. 6(a) compared. As the same as the previous case, here GLRT is
and Fig. 6(b) give the results in real and complex signal cases, better than STBD.
respectively. In both cases, we set ρ = 0.8. Fig. 6(a) shows that
the proposed analytical Pd for CBD matches its corresponding
VII. C ONCLUSION
empirical results, while the analytical Pd given in [17] does
not. Partial enlarged drawing of Fig. 2(d) is also placed in Fig. In this paper, analytical formulae have been founded for
6(a). The partial enlarged one shows that the decision threshold the distribution of the test-statistic of the covariance based
calculated with [17] for Pf = 0.1 produces far below 0.1 of detection (CBD). Mathematical expressions are derived for the
actual Pf . This results into the Pd being far below 0.1 when false alarm probability, the detection probability and the deci-
SNR is very small as shown in Fig. 6(a). sion threshold for CBD in real signal case. These expressions
In complex case, Fig. 6(b) shows that the proposed ana- can be extended to complex signal case when using iCBD
lytical Pd for iCBD also matches its corresponding empirical to implement spectrum sensing. Finally, these expressions are
results. In addition, iCBD has better detection performance verified by the corresponding Monte-Carlo simulations.
than both CBD and STBD. Fig. 6(b) also shows that the
detection performance of STBD degrades seriously when there
A PPENDIX A
is nonidentity noise power among antennas. We can see from
P ROOF OF Lemma 3
Fig. 6(b) that STBD is sensitive to nonidentity noise power
among antennas, while both CBD and iCBD are not. The With p, q, l, j being different from each other, the expec-
explantation for the effect of nonidentity noise power on STBD tations of r̂pq r̂qq , r̂pq r̂ll , r̂pq r̂pj and r̂pq r̂lj are, respectively,
will be given in the next Subsection. "Ã !Ã !#
K K
1 X 1 X 2
E [r̂pq r̂qq ] = E xp (k)xq (k) xq (k)
C. Receiver operating characteristics (ROC) K K
k=1 k=1
The receiver operating characteristics (ROC) curves of the "K
1 X
CBD for real signal and iCBD, STBD for complex signal are = 2E xp (k)x3q (k)
shown in Fig. 7(a) and Fig. 7(b), respectively. The ROC curves K
k=1

of GLRT and EG (Energy detection) are given also. The curves K
X
are obtained with M = 4, K = 1000, ρ = 0.8 and SNR + xp (k1 )xq (k1 )x2q (k2 )
= −12dB. The curves with σg = 0, σg = 0.1 and σg = 0.2 are k1 6=k2 ;k1 ,k2 =1
presented. From Fig. 7, we get the same conclusions as in Fig. µ ¶
2 ¡ ¢
6. In addition, Fig. 7 shows that GLRT has better performance = 1+ ρpq σs2 σs2 + σn2 ,
K
over STBD, although there is angular spread about 1.4 rad. (77)
With the knowledge of noise power, it is also shown that the
EG has the best performance among these detectors. "Ã K
!Ã K
!#
1 X 1 X 2
It is given here that why GLRT and STBD degrade when E [r̂pq r̂ll ] = E xp (k)xq (k) xl (k)
σg 6= 0 as shown in Fig. 6(b) and Fig. 7(b). GLRT and K K
k=1 k=1
"K
STBD implement spectrum sensing via determining whether 1 X
the population covariance matrix is a scaled identity matrix = 2E xp (k)xq (k)x2l (k)
K
with the assumption of identity noise power among antennas. k=1

Essentially, they make decision by determining whether the K
X
eigenvalus of the population covariance matrix from received + xp (k1 )xq (k1 )x2l (k2 )
signal are all equal to each other. If the population covariance k1 6=k2 ;k1 ,k2 =1
matrix is not a scaled identity matrix (or the eigenvalus are 2 ¡ ¢
not equal to each other), they make decision of that there are = ρlp ρlq σs4 + ρpq σs2 σs2 + σn2 ,
K
primary users. Hence, when the noise powers among antennas (78)
are not equal to each other, GLRT and STBD will make "Ã !Ã !#
K K
wrong decision in primary use absence case. And then the 1 X 1 X
performances of GLRT and STBD degrade. E [r̂pq r̂pj ] = E xp (k)xq (k) xp (k)xj (k)
K K
k=1 k=1
"K
1 X
D. Time correlation case = 2E x2p (k)xq (k)xj (k)
In this subsention, the time correlation case is considered. K
k=1

Assume that only one (M = 1) antenna is deployed. We select K
X
L = 4 and K = 1000. The sampled primary user signal has + xp (k1 )xq (k1 )xp (k2 )xj (k2 )
time correlation as ρ(1) = 0.75, ρ(2) = 0.5 and ρ(3) = 0.25. k1 6=k2 ;k1 ,k2 =1
With SNR = −12 dB, the ROC curves for real and complex K +1 ¡ ¢
signal cases are given in Fig. 8(a) and Fig. 8(b), respectively. = ρpq ρpj σs4 + ρpj σs2 σs2 + σn2
K
Fig. 8 depicts that the proposed analytical expressions can be (79)
SUBMITTED TO IEEE TRANSACTIONS ON SIGNAL PROCESSING 12

and Hence, we have

"Ã !Ã !#  2 
K K
1 X 1 X h i
 X
M

E [r̂pq r̂lj ] = E xp (k)xq (k) xl (k)xj (k) 2
E T̂1 = E  |r̂pq | 
K K
k=1 k=1
"K p6=q;p,q=1
1 X   
= 2E xp (k)xq (k)xl (k)xj (k) M
X M
X
K = E  |r̂pq |  |r̂lj |
k=1

K p6=q;p,q=1 l6=j;l,j=1
X
+ xp (k1 )xq (k1 )xl (k2 )xj (k2 ) M
X £ 2 ¤ M
X
k1 6=k2 ;k1 ,k2 =1 =2 E r̂pq +4 E [|r̂pq r̂pj |]
1 p6=q;p,q=1 p6=q;j6=p,q;p,q,j=1
= (ρpl ρqj + ρpj ρql ) σs4 + ρpq ρlj σs4 . M
K X
(80) + E [|r̂pq r̂lj |]
p6=q;l6=j;l6=p,q;j6=p,q;p,q,l,j=1
Hence, based on the Lemma 1 and Lemma 2, the cross- (87)
correlation coefficients are
and based on Lemma 1, we have
E [r̂pq r̂qq ] − µr̂pq µr̂qq £ 2 ¤
ρr̂pq r̂qq = E r̂pq = Var (r̂pq ) − E2 [r̂pq ]
σr̂pq σr̂qq 1 ¡ 2 ¢2 K + 1 2 4 (88)
√ (81) = σs + σnn + ρpq σs
2ρpq σs2 K K
=q ,
2
(σs2 + σn2 ) + ρ2pq σs4 Combining (46), (87) and (88) gives (57).
"Ã M !Ã M !#
E [r̂pq r̂ll ] − µr̂pq µr̂ll h i X X
ρr̂pq r̂ll = E T̂22 =E r̂pp r̂qq
σr̂pq σr̂ll p=1 q=1
√ (82)
2ρ ρ σ 4 M
X
= q lp lq s , £ 2 ¤
2 = M E r̂pp + E [r̂pp r̂qq ]
(σs2 + σn2 ) (σs2 + σn2 ) + ρ2pq σs4
p6=q;p,q=1
K +2¡ 2 ¢2
E [r̂pq r̂pj ] − µr̂pq µr̂pj =M σs + σn2
ρr̂pq r̂pj = K
σr̂pq σr̂pj M
X µ ¶
¡ ¢ ¡ 2 ¢
2 2 2 2 4
ρqj σs2 σs2 + σn2 + ρpq ρpj σs4 + σs + σn + ρpq σs
= q q K
p6=q;p,q=1
2 2
(σs2 + σn2 ) + ρ2pq σs4 (σs2 + σn2 ) + ρ2pj σs4 µ ¶ XM
2M ¡ 2 ¢2 2
(83) = M2 + σs + σn2 + ρ2pq σs4 .
K K
p6=q;p,q=1
and (89)
E [r̂pq r̂lj ] − µr̂pq µr̂lj Combining (47) and (89) gives (58).
ρr̂pq r̂lj =
σr̂pq σr̂lj
(ρpl ρqj + ρpj ρql ) σs4
=q q .
2 2
(σs2 + σn2 ) + ρ2pq σs4 (σs2 + σn2 ) + ρ2lj σs4 ACKNOWLEDGMENT
(84) The authors would like to thank Dr. Husheng Li, Zhenghao
Zhang, and Dr. Yang Gao for their helpful suggestions. The
authors are grateful to the anonymous reviewers for providing
them with a large number of detailed suggestions for improv-
ing the submitted manuscript.
A PPENDIX B
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Ming Jin received the B.S. and Ph.D. degrees
in electrical engineering from Xidian University,
Xi’an, China, in 2005 and 2010, respectively. He
is currently working in the College of Information
PLACE Science and Engineering, Ningbo University, Zhe-
PHOTO jiang, China. His current research interests include
HERE cognitive radio and smart antenna techniques.
SUBMITTED TO IEEE TRANSACTIONS ON SIGNAL PROCESSING 14

Youming Li received the B.S. degree in Compu-

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tational Mathematics from Lanzhou University in
1985, the M.S. degree in Computationtional Math-
ematics from Xi’an Jiaotong University in 1988
PLACE and the Ph.D. degree in Electrical Engineering from
PHOTO Xidian University in 1995. From 1988 to 1998, he
HERE worked in the Department of Applied Mathematics,
Xidian University where he was an Associate Pro-
fessor. From 1999 to 2004, he respectively worked
in the School of EEE, Nanyang Technological Uni-
versity, DSO National Laboratories, Singapore, and
School of Engineering, Bar-Ilan University, Israel. Since 2005, he has joined
Ningbo University where he is now a Professor. His research interests are in
cognitive radio, wireless communications.

Heung-Gyoon Ryu (M’88) was born in Seoul,

Republic of Korea in 1959. He received the B.S. and
M.S. and Ph.D. degrees in electronic engineering
from Seoul National University in 1982, 1984 and
PLACE 1989. Since 1988, he has been with Chungbuk
PHOTO National University, Korea, where he is currently
HERE Professor of Department of Electrical, Electronic
and Computer Engineering in Chungbuk National
University. And he worked as Chief of RICIC (re-
search institute of computer, information communi-
cation center) in Chungbuk National University from
March 2002 to Feb 2004. His main research interests are digital communi-
cation systems, communication circuit design, spread spectrum system and
communication signal processing. Since 1999, he has worked as reviewer of
the IEEE transaction paper. He was a winner of ‘2002 ACADEMY AWARD’
from the Korea Electromagnetic Engineering Society, Korea. He received the
“BEST PAPER AWARD” at the 4th International Conference on Wireless
Mobile Communications (ICWMC 2008) Athens, Greece, July 27–Aug.1,
2008. Also, He received the “BEST PAPER AWARD” at the International
Conference on Advances in Satellite and Space Communications (SPACOMM
2009), Colmar France, July 20–25, 2009.