DocumentCode
1119536
Title
Coincidence of the Rao Test, Wald Test, and GLRT in Partially Homogeneous Environment
Author
De Maio, A. ; Iommelli, S.
Author_Institution
Dipt. di Ing. Elettron. e delle Tele- Comun., Univ. degli Studi di Napoli "Federico II, Naples
Volume
15
fYear
2008
fDate
6/30/1905 12:00:00 AM
Firstpage
385
Lastpage
388
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.
Keywords
Gaussian processes; covariance matrices; signal detection; GLRT; Rao Test; Wald test; covariance matrix; generalized likelihood ratio test; partially homogeneous Gaussian disturbance; scaling factor; signal detection; Adaptive detection; Rao test; Wald test; generalized likelihood ratio test (GLRT);
fLanguage
English
Journal_Title
Signal Processing Letters, IEEE
Publisher
ieee
ISSN
1070-9908
Type
jour
DOI
10.1109/LSP.2008.920016
Filename
4481246
Link To Document