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Detection of the number of signals corrupted by high-dimensional noise is a fundamental problem in signal processing and statistics. This paper focuses on a general setting where the high-dimensional noise has an unknown complicated heterogeneous variance structure. We propose a sequential test which utilizes the edge singular values (i.e., the largest few singular values) of the data matrix. It also naturally leads to a consistent sequential testing estimate of the number of signals. We describe the asymptotic distribution of the test statistic in terms of the Tracy-Widom distribution. The test is shown to be accurate and have full power against the alternative, both theoretically and numerically. The theoretical analysis relies on establishing the Tracy-Widom law for a large class of Gram type random matrices with non-zero means and completely arbitrary variance profiles, which can be of independent interest. [ABSTRACT FROM AUTHOR]

Compressed sensing is an emerging theory of signal processing and it has wide applications in many frontier fields. The construction of the measurement matrices is still a central problem in compressed sensing. In this paper, two types of deterministic constructions of binary measurement matrices are presented via unitary geometry. Then, the lower bounds of the spark of unitary geometry measurement matrices are theoretically analyzed, and an asymptotic comparison between unitary geometry measurement matrices and projective geometry measurement matrices is given via the worst-case recovery capability. After that, a clipping-embedding operation is proposed for binary matrices to generate measurement matrices with more sizes, which can strongly extend the applicability of the deterministic binary matrices in practice. Finally, simulation results demonstrate that the performance of our measurement matrices is comparable to, sometimes even better than, that of the corresponding Gaussian random matrices under OMP and BP. [ABSTRACT FROM AUTHOR]