Cognitive radio is a new concept of reusing spectrum in an opportunistic manner. Cognitive radio is motivated by recent measurements of spectrum utilization, showing unused resources in frequency, time and space. Introducing cognitive radios in a primary network inevitably creates increased interference to the primary users. Secondary users must sense the spectrum and detect primary users' signals at very low SNR, to avoid causing too much interference.This dissertation studies this detection problem, known as spectrum sensing.

The fundamental problem of spectrum sensing is to discriminate an observation that contains only noise from an observation that contains a very weak signal embedded in noise. In this work, detectors are derived that exploit known properties of the second-order moments of the signal. In particular, known structures of the signal covariance are exploited to circumvent the problem of unknown parameters, such as noise and signal powers or channel coefficients.

The dissertation is comprised of six papers, all in different ways related to spectrum sensing based on second-order statistics. In the first paper, we considerspectrum sensing of orthogonal frequency-division multiplexed (OFDM) signals in an additive white Gaussian noise channel. For the case of completely known noise and signal powers, we set up a vector-matrix model for an OFDM signal with a cyclic prefix and derive the optimal Neyman-Pearson detector from first principles. For the case of completely unknown noise and signal powers, we derive a generalized likelihood ratio test (GLRT) based on empirical second-order statistics of the received data. The proposed GLRT detector exploits the non-stationary correlation structure of the OFDM signal and does not require any knowledge of the noise or signal powers.

In the second paper, we create a unified framework for spectrum sensing of signals which have covariance matrices with known eigenvalue multiplicities. We derive the GLRT for this problem, with arbitrary eigenvalue multiplicities under both hypotheses. We also show a number of applications to spectrum sensing for cognitive radio.

The general result of the second paper is used as a building block, in the third and fourth papers, for spectrum sensing of second-order cyclostationary signals received at multiple antennas and orthogonal space-time block coded (OSTBC) signals respectively. The proposed detector of the third paper exploits both the spatial and the temporal correlation of the received signal, from knowledge of the fundamental period of the cyclostationary signal and the eigenvalue multiplicities of the temporal covariance matrix.

In the fourth paper, we consider spectrum sensing of signals encoded with an OSTBC. We show how knowledge of the eigenvalue multiplicities of the covariance matrix are inherent owing to the OSTBC, and propose an algorithm that exploits that knowledge for detection. We also derive theoretical bounds on the performance of the proposed detector. In addition, we show that the proposed detector is robust to a carrier frequency offset, and propose another detector that deals with timing synchronization using the detector for the synchronized case as a building block.

A slightly different approach to covariance matrix estmation is taken in the fifth paper. We consider spectrum sensing of Gaussian signals with structured covariance matrices, and propose to estimate the unknown parameters of the covariance matrices using covariance matching estimation techniques (COMET). We also derive the optimal detector based on a Gaussian approximation of the sample covariance matrix, and show that this is closely connected to COMET.

The last paper deals with the problem of discriminating samples that containonly noise from samples that contain a signal embedded in noise, when the variance of the noise is unknown. We derive the optimal soft decision detector using a Bayesian approach. The complexity of this optimal detector grows exponentially with the number of observations and as a remedy, we propose a number of approximations to it. The problem under study is a fundamental one andit has applications in signal denoising, anomaly detection, and spectrum sensing for cognitive radio.