Collaborative Spectrum Sensing Based on the Ratio

Between Largest Eigenvalue and Geometric Mean

of Eigenvalues
Muhammad Zeeshan Shakir, Anlei Rao, and Mohamed-Slim Alouini
Division of Physical Sciences and Engineering, King Abdullah University of Science and Technology, (KAUST)
Makkah Province, Thuwal 23955-6900, Kingdom of Saudi Arabia
Email: muhammad.shakir@kaust.edu.sa, anlei.rao@kaust.edu.sa, slim.alouini@kaust.edu.sa
AbstractIn this paper, we introduce a new detector referred
to as Geometric mean detector (GEMD) which is based on
the ratio of the largest eigenvalue to the Geometric mean of
the eigenvalues for collaborative spectrum sensing. The decision
threshold has been derived by employing Gaussian approxima-
tion approach. In this approach, the two random variables, i.e.
the largest eigenvalue and the Geometric mean of the eigenvalues
are considered as independent Gaussian random variables such
that their cumulative distribution functions (CDFs) are approx-
imated by a univariate Gaussian distribution function for any
number of cooperating secondary users and received samples.
The approximation approach is based on the calculation of exact
analytical moments of the largest eigenvalue and the Geometric
mean of the eigenvalues of the received covariance matrix. The
decision threshold has been calculated by exploiting the CDF
of the ratio of two Gaussian distributed random variables. In
this context, we exchange the analytical moments of the two
random variables with the moments of the Gaussian distribution
function. The performance of the detector is compared with
the performance of the energy detector and eigenvalue ratio
detector. Analytical and simulation results show that our newly
proposed detector yields considerable performance advantage in
realistic spectrum sensing scenarios. Moreover, our results based
on proposed approximation approach are in perfect agreement
with the empirical results.
Index TermsSpectrum sensing; Geometric mean detector
(GEMD); moments of largest eigenvalue; moments of Geometric
mean of eigenvalues; Gaussian approximation approach.
I. INTRODUCTION
Spectrum sensing is one of the fundamental components
in cognitive radio networks. Traditional detection algorithms,
such as energy detection and matched ltering, have respective
operational requirements including low signal-to noise ratio
(SNR), noise uncertainty, and prior knowledge [1]. For ex-
ample, the energy detection needs the knowledge of accurate
noise power, and inaccurate estimation of the noise power
may give rise to SNR wall and a high false-alarm probability
[2]. Eigenvalue based detection schemes to perform spectrum
sensing without any prior knowledge represent an extremely
promising way to cope with the challenges of the future cog-
nitive radio networks [37]. The key idea of this method is to
infer the absence or presence of a primary user (PU) from the
eigenvalues of the covariance matrix of the received signals.
The proposed algorithms have their mathematical foundations
in the random matrix theory. One of these algorithms is the
eigenvalue ratio (ER) detector, which uses the ratio of the
largest eigenvalue to the smallest eigenvalue as test statistic
and then gives the decision threshold to determine the presence
or absence of the PU [37].
The decision threshold is precalculated, which is determined
by the distribution of the test statistics. However, the exact
distribution of the test statistics of the ER detector is generally
a mathematically intractable function. Some semi-analytical
approaches for the distribution are presented in [6, 7] where
the computational complexity becomes intractable with the
increase in number of SUs (K) and received samples (N).
The exact expression for this ratio has also been derived in [5],
however the distribution can only be evaluated numerically.
Moreover, when K and N are large, the complexity of the
exact expression may become computationally cumbersome.
Therefore, the main limitation in most of the analysis of
these schemes are based on asymptotic assumptions on the
innity size of the sample matrix, and in realistic scenario,
this approximation becomes inaccurate because of the nite
number of receivers and samples in a given sensing duration.
In cognitive radio networks, the spectrum resources are
available for a SU only when they are not occupied by the
PU, which aims at avoidance of intolerable interference. Thus,
the SU should be able to detect the presence of the PU. In
this context, high probability of accurate detection in spectrum
sensing becomes extremely important in the implementation
of efcient cognitive radio networks. In this paper, we propose
a new detector, namely the Geometric mean detector (GEMD),
involving the ratio of the largest eigenvalue to the Geometric
mean of the eigenvalues of the received covariance matrix.
Because the exact distribution of the ratio of these two
random variables is expected to be very complex and difcult
to determine, we employ Gaussian distribution function to
approximate the cumulative distribution function (CDF) of the
largest eigenvalue and the Geometric mean of the eigenvalues.
Our proposed approximation approach is based on the exact
analytical moments of the two random variables, i.e. the largest
eigenvalue and the Geometric mean of the eigenvalues. Finally,
we calculate the decision threshold in a closed-form based
on the CDF of the ratio of two Gaussian distributed random
variables to determine the presence or absences of the PU.
The rest of the paper is organized as follows. Section II
IEEE International Workshop on Recent Advances in Cognitive Communications and Networking
978-1-4673-0040-7/11/$26.00 2011 IEEE 913
denes the system model to explain the theory of detection
problem of PU; Section III introduces the GEMD. Next, in
Section IV, we derive the analytical moments of the largest
eigenvalue and the Geometric mean of the eigenvalues. Next,
in Section V, we calculate the decision threshold based on the
Gaussian approximation approach. Finally, numerical results
and discussions are presented in section VI.
II. SPECTRUM SENSING DETECTION PROBLEM
Consider there are K collaborating SUs such that each user
collects N samples during the sensing time to detect a PU.
The SUs may be considered as a K receive antennas in one
secondary terminal or K secondary terminals each with single
antenna, or any combinations of these. The collected samples
from K collaborating SUs will be forwarded to a fusion center
for combined processing.
The aim of the SU cognitive phase is to construct and
analyze tests associated with the following hypothesis testing
problem:
H
0
: y(n) = w(n) (1)
H
1
: y(n) = h(n) s(n) +w(n) (2)
where y(n) = [y
1
(n), , y
K
(n)]
T
is the K 1 observed
complex time series containing K samples received at instant
n; w(n) for all n = {1, 2, , N} represents a K1 complex
circular Gaussian white noise process with unknown variance

2
w
. In (2), the vector h(n) C
K1
typically represents the
propagation channel between the PU and K collaborating SUs
and the signal s(n) denotes a standard scalar i.i.d circular
complex Gaussian process w.r.t samples n = 1, 2, , N and
stands for the source signal to be detected with zero mean and
unit variance, i.e. E
_
s
2
(n)

=
2
s
= 0. We stack the observed
data into K N data matrix YYY which may be expressed as
YYY =
_
_
_
_
_
y
1
(1) y
1
(2) y
1
(N)
y
2
(1) y
2
(2) y
2
(N)
.
.
.
.
.
.
.
.
.
.
.
.
y
K
(1) y
K
(2) y
K
(N)
_
_
_
_
_
(3)
As the sample number N , the sample covariance
matrix, RRR =
1
N
Y Y Y Y Y Y
H
, converges to E
_
yy yy yy
H

, where yyy is the

column vector containing K samples collected by K SUs.
From the eigenvalues of RRR, it is possible to infer the absence
or presence of the primary signal. Denote the normalized
covariance matrix as

RRR =
N

2
w
RRR =
1

2
w
Y Y Y Y Y Y
H
. Under the
hypothesis H
0
,

RRR is a complex white Wishart matrix subject
to CW
K
(N, III
K
), where III
K
is a KK identity matrix, while
it turns out to be the class of spiked population models under
the hypothesis H
1
[8].
III. GEOMETRIC MEAN DETECTOR - GEMD
Suppose the ordered eigenvalues of RRR and

RRR are 0 <

K
<

K1
< <

1
and 0 <
K
<
K1
< <
1
respectively, with the relationship

k
=

2
w
N

k
(4)
where k = 1, 2, , K.
Let us dene the test statistics for the GEMD as
T

1
(

K
k=1

k
)
1/K
=

1
(

K
k=1

k
)
1/K
=

1

, (5)
where

is the geometric mean of eigenvalues. Also, denoting

as the decision threshold employed by the GEMD such

that
T

H1

H0

(6)
to decide if the target spectrum resource is occupied or not.
Moreover, the notation in (6) stands for the test function which
rejects the null hypothesis when T

>

. In this case the

probability of false alarm of the test is denoted by P
fa
.
IV. EXACT MOMENTS OF LARGEST EIGENVALUE AND
GEOMETRIC MEAN OF EIGENVALUES
In this section, we calculate the exact analytical moments of
the largest eigenvalue and the Geometric mean of the eigen-
values. The numerical values of the mean and the variance are
further exploited to approximate the distribution of the largest
eigenvalues (
1
) the Geometric mean of the eigenvalues (

).
A. Moments of Geometric Mean of Eigenvalues
Note that under the hypothesis H
0
, the normalized co-
variance matrix

RRR is a uncorrelated central Wishart matrix.
The joint probability density function (PDF) of its ordered
eigenvalues = (
1
,
2
, ,
K
) is given by [9]
f

(x
1
, x
2
, x
K
) = C
1
0
|VVV ()|
2
K

i=1
e
xi
x
NK
i
, (7)
where the constant C
0
=

K
i=1
(N i)!

K
j=1
(K j)! and
|VVV ()| is the determinant of the Vandermonde matrix VVV ().
Generally, if the joint PDF of has the following form
f

(xxx) = C
1
1
|(xxx)| |(xxx)|
K

i=1
(x
i
), (8)
where the normalizing constant C
1
= K! C
0
for unordered
eigenvalues; (xxx) and (xxx) are two arbitrary KK matrices
with (i, j) element given as
i
(x
j
) and
i
(x
j
), respectively;
| | stands for the determinant of matrix and () is an arbitrary
function, then the expected value of the product of arbitrary
function
k
() applied to the unordered eigenvalues is given
by [10]
E
_
K

k=1

k
(x
k
)
_
= C
1
1
T
_

AAA
_
, (9)
where

AAA is a KKK tensor whose elements are given as
[11, 12]
a
i,j,k
=
_

0

i
(x)
j
(x)(x)
k
(x)dx,
and the operator T () is dened as [10]
T (

AAA)

sgn()

sgn()
K

k=1
a

k
,
k
,k
,
914
where the sums are over all possible permutations and
of the integers {1, 2, , K}, and sgn() denotes the sign of
permutations.
Using (7), we obtain

i
(x) = x
i1
, (10a)

j
(x) = x
j1
, (10b)
(x) = x
NK
e
x
. (10c)
Choosing
k
(x) = x
p/K
independent of the index k, we
can rewrite (9) as
E
_
K

k=1
x
p/K
k
_
= (K! C
0
)
1
T
_

AAA
p
_
, (11)
where each element of

AAA
p
is denoted as { a
p
}
i,j,k
. Further-
more, considering {a
p
}
i,j,k
independent of k, i.e. { a
p
}
i,j,k
=
{ a
p
}
i,j,1
, we have
T
_

AAA
p
_
= K!

AAA
p

(12)
where

AAA
p
is a K K matrix such that the elements { a
p
}
i,j
can be calculated as
{ a
p
}
i,j
=
_

0
x
i1
x
j1
e
x
x
NK
x
p/K
dx
= (N K +i +j 1 +p/K).
By substituting (12) into (11), the p
th
moment of the
Geometric mean of the eigenvalues can be calculated as
E
_

p
_
= C
1
0

AAA
p

, (13)
By choosing p = 1 and p = 2 in (13), we get rst and second
moment of

respectively as
E
_

_
= C
1
0

AAA
p=1

, (14)
E
_

2
_
= C
1
0

AAA
p=2

, (15)
where

AAA
p
is a K K matrix with each element as (N
K +i +j 1 +p/K). Therefore, the statistical mean and the
variance can be denoted as

and
2

respectively using (14)

and (15).
B. Moments of Largest Eigenvalue
The probability density function (PDF) of the largest (
1
)
eigenvalue is given by [11, 13]
f
1
(x) = C
1
0
det(AAA
1
, BBB
1
) (16)
where the elements of K K matrix AAA
1
are given by a
1
i,j
=
e
x
x
NK+i+j2
; the elements of (K + 1) (K + 1) matrix
BBB
1
are given by b
1
i,j
= (N K + i + j 1, x) with (, )
as the lower incomplete Gamma function [14].
Moreover, the term det(AAA
1
, BBB
1
) in (16) denotes the cross-
determinant of two matrices AAA
1
= {a
1
i,j
}
KK
and BBB
1
=
{b
1
i,j
}
(K+1)(K+1)
such that
det(AAA
1
, BBB
1
) =
K

i=1
K

j=1
(1)
i+j
a
1
i,j

BBB
1
i,j
(17)
where

BBB
1
i,j
is the minor of matrix BBB
1
with i
th
row and j
th
column deleted.
Considering the p
th
moment of
1
can be given as
E{
p
1
} =C
1
0
_

0
det(AAA
1
p
, BBB
1
) dx (18)
=C
1
0
m

i=1
m

j=1
(1)
i+j
_

0
{a
1
p
}
i,j

BBB
1
i,j
dx (19)
where the elements of matrix of AAA
1
p
are given by {a
1
p
}
i,j
=
e
x
x
pi,j2
with p
i,j
= p +N K +i +j.
The minor of the matrix BBB
1
can be calculated as

BBB
1
i,j
=

sgn()
K1

k=1
(L

k
,k
, x) (20)
where L

k
,k
is determined by
L

k
,k
=
_
_
_
k +
k
1 if
k
< i and k < j
k +
k
+ 1 if
k
i and k j
k +
k
otherwise,
If the lower incomplete Gamma function is given as [14]
(m, g) = (m1)!
_
1 e
g
m1

i=0
g
i
i!
_
, (21)
then we may rewrite (20) as

BBB
1
i,j
=

sgn()
K1

k=1
(L

k
,k
)
K1

k=1
_
_
1 e
x
L

k
,k
1

l
k
=0
x
l
k
l
k
!
_
_
=

sgn()
K1

k=1
(L

k
,k
)
_

S
(e
x
)
|S|
x

S!
_
(22)
where S is any subset of the set {l
1
, l
2
, , l
K1
} with l
k
from 0 to L

k
,k
1;

S
is the sum over all the elements in
S; |S| is the cardinality of subset S;

S is the sum of all
the elements in the subset S and nally

S! is the product
of the factoring of each element in S. For example, if S =
{l
i1
, l
i2
, , l
i
k
}, then we have |S| = k,

S = l
i1
+ l
i2
+
+l
i
k
,

S! = l
i1
!l
i2
! l
i
k
! and

S
=
(L
i
1
,i
1
1)

li
1
=0
(L
i
2
,i
2
1)

li
2
=0

(L
i
k
,i
k
1)

li
k
=0
;
Especially when S is empty, we have |S| = 0,

S = 0 and

S! = 1.
By substituting (22) into (19), we can derive the p-th
moment for
1
as (23) at the top of the page. With the
moments obtained, we can easily calculate the statistical mean
and the variance as
1
and
2
1
respectively.
915
E{
p
1
} = C
1
N,K
K

i,j=1
(1)
i+j

sgn()
K1

k=1
(L

k
,k
)
_

S
(1)
|S|
(

S +p
i,j
1)

S!(|S| + 1)

S+pi,j1
_
(23)
0 100 200 300 400 500 600 700
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
Largest Eigenvalue (1)
C
u
m
u
l
a
t
i
v
e
D
i
s
t
r
i
b
u
t
i
o
n
F
u
n
c
t
i
o
n
Simulation
Gaussian approx.
Gamma approx.
K=10
N=200
K=40
N=400
K=4
N=100
50 100 150 200 250 300
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
Geometric Mean of Eigenvalues (

)
C
u
m
u
l
a
t
i
v
e
D
i
s
t
r
i
b
u
t
i
o
n
F
u
n
c
t
i
o
n
Simulation
Gaussian approx.
Gamma approx.
K=4
N=100
K=10
N=200
K=40
N=400
Fig. 1: CDFs of: (a) the largest eigenvalue; (b) the Geometric mean of the
eigenvalues.
V. CALCULATION OF DECISION THRESHOLD
In this section, we calculate the decision threshold for
GEMD based on the Gaussian PDF approximation approach.
The CDFs of the random variables
1
and

may be approx-
imated by a Gaussian distribution function if

1
N
_

1
,
2
1
_
and

N
_

,
2

_
, (24)
where
()
and
2
()
are the mean and the variance of the
random variables and can be determined for
1
as follows

1
E{
p
1
}
p=1
= E{
1
} , (25a)
and the variance of the largest eigenvalue may be calculated
as

2
1
E{
p
1
}
p=2

_
E{
p
1
}
p=1
_
2
,
= E
_

2
1
_
(
1
)
2
. (25b)
Similarly, for

E
_

p
_
p=1
= E
_

_
, (26a)
and the variance of the largest eigenvalue may be calculated
as

E
_

p
_
p=2

_
E
_

p
_
p=1
_
2
,
= E
_

2
_
(

)
2
. (26b)
Remarks: Extended results based on Gamma approxima-
tion approach are also presented in this paper. However, the
relevant analytical work is omitted due to space limitations
and details are included in [15].
The CDFs of the largest eigenvalue and the Geometric
mean of the eigenvalues based on Gaussian and Gamma
approximation approaches are shown in Fig. 1(a) and Fig. 1(b)
respectively for (K, N) = (4, 100), (10, 200) and (40, 400).
The gures illustrate that the analytical and simulation results
are in perfect agreement (compare the black solid line curve
with the red circle markers and the blue triangle markers).
Furthermore, by assuming the independence between
1
and

; the PDF of the ratio of the two Gaussian distributed random

variables, i.e. T

=
1
/

is given as [16]
g
T

) =
b(

)c(

)
a
3
(

2
1

_
2
_
b(

)
a(

)
_
1
_
+
1
a
2
(

)
1

1
2

1
+

,
(27)
where
a(

) =

2
1

+
1

,
b(

) =

1

2
1

,
c(

) = e
1
2
b
2
(

)
a
2
(

1
2
_

2
1

2
1
+

_
,
(

) =
_

2
e

1
2
u
2
du,
and the CDF of the ratio of Gaussian variable T

can be tightly
approximated as [16]
G
T

) =
_
_

1
_

+
2
1
_
_
, (28)
where () is the CDF of a standard Gaussian random vari-
able.Using (28), we may determine a simple expression for the
decision threshold analytically. For a given target false-alarm
probability (P
fa
), the thresholds (

) is obtained by solving
1 G
T

) = P
fa
, (29)
916
10
6
10
5
10
4
10
3
10
2
10
1
10
0
10
6
10
5
10
4
10
3
10
2
10
1
10
0
False Alarm Probability
M
i
s
s
e
d
D
e
t
e
c
t
i
o
n
P
r
o
b
a
b
i
l
i
t
y
Energy detector
ER detector
GEMD
Fig. 3: Performance comparison of various detectors with GEMD.
0 0.1 0.2 0.3 0.4 0.5
0.5
0.75
1
1.25
1.5
1.75
2
2.25
2.5
Target False Alarm Probability (P
fa
)
D
e
c
i
s
i
o
n
T
h
r
e
s
h
o
l
d
(

)
Simulation
Gaussian approx.
Gamma approx.
K=10
N=600
K=40
N=400
Fig. 2: Decision threshold for GEMD vs. P
fa
.
yielding

+
_

2
1

+
2

2
1

2
1

, (30)
where =
1
(1 P
fa
).
VI. NUMERICAL RESULTS AND DISCUSSIONS
In Fig. 2, we plot the decision threshold

as a function
of P
fa
for selected value of K and N to compare the approx-
imation approaches based on the exact analytical moments
with the respective empirical results. It can be seen that the
proposed Gaussian and Gamma approximation approaches
performs extremely well and the simulation and analytical
results are in perfect agreement. It can also be seen that
the proposed approximations are equivalently good for any
number of collaborating SU and received samples. Also for
our proposed approximation approaches it is not necessary that
both K and N should increase with the same speed, therefore
our results are valid for any number of collaborating SU and
reasonably large number of received samples.
Finally in Fig.3, we show the receiver operating charac-
teristic (ROC) curves for the energy detector, the eigenvalue
ratio (ER) detector, and the Geometric mean detector. In
this gure, we assume a constant modulation transmitted
signal with K = 20 collaborating receivers and N = 200
samples during the sensing time. The SNR is set to be 10
dB, while the noise uncertainty is set to 0.2 dB. It can be
clearly seen that our GEMD signicantly outperforms the
eigenvalue ratio and energy detectors and achieves a better
performance. Moreover, numerical and simulation results show
that the newly derived analytical framework offers an accurate
approaches to calculate the decision threshold for any value
of K and reasonably large values of N.
VII. ACKNOWLEDGMENT
The authors would like to thank Dr. Muhammad Ali Imran and Mr. Wuchen
Tang, University of Surrey, Guildford for useful discussions on this paper and
providing support in producing simulation results.
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