A New Generalized Likelihood Ratio Formula

A new philosophy for designing detection devices, which embodies some of the better features of the classical generalized likelihood ratio test and the classical Bayes test, is presented. A feature of the new Bayes generalized likelihood ratio test is that it provides a unified procedure for utilizing parameter estimates in detector design. Its use depends on the existence of an asymptotically unbiased estimator for the unknown parameters. If such an estimator is easily implemented, then the new test should be particularly attractive.