This letter deals with the problem of detecting a signal known up to a scaling factor in the presence of partially homogeneous Gaussian disturbance with unknown covariance matrix. It is proved that the Rao test and the Wald test coincide with the generalized likelihood ratio test (GLRT) previously derived. Otherwise stated, the Rao test, the Wald test, and the GLRT are all equivalent to the uniformly most powerful invariant (UMPI) detector.
Coincidence of the Rao test, Wald test, and GLRT in partially homogeneous environment / DE MAIO, Antonio; S., Iommelli. - In: IEEE SIGNAL PROCESSING LETTERS. - ISSN 1070-9908. - STAMPA. - 15:(2008), pp. 385-388. [10.1109/LSP.2008.920016]
Coincidence of the Rao test, Wald test, and GLRT in partially homogeneous environment
DE MAIO, ANTONIO;
2008
Abstract
This letter deals with the problem of detecting a signal known up to a scaling factor in the presence of partially homogeneous Gaussian disturbance with unknown covariance matrix. It is proved that the Rao test and the Wald test coincide with the generalized likelihood ratio test (GLRT) previously derived. Otherwise stated, the Rao test, the Wald test, and the GLRT are all equivalent to the uniformly most powerful invariant (UMPI) detector.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
