Detection Theory for Union of Subspaces

Abstract: The focus of this paper is on detection theory for union of subspaces (UoS). To this end, generalized likelihood ratio tests (GLRTs) are presented for detection of signals conforming to the UoS model and detection of the corresponding "active" subspace. One of the main contributions of this paper is bounds on the performances of these GLRTs in terms of geometry of subspaces under various assumptions on the observation noise. The insights obtained through geometrical interpretation of the GLRTs are also validated through extensive numerical experiments on both synthetic and real-world data.