GLRT-based detection-estimation of Gaussian signals in under-sampled training conditions

A likelihood ratio test has recently been developed for detection-estimation in under-sampled scenarios where the number of training data T is less than the number of antenna elements M. This test can be applied in a GLRT detection-estimation framework to many problems not satisfactorily addressed by conventional techniques. In particular, we consider under-sampled MUSIC “performance breakdown” phenomenon for independent sources, and use the under-sampled likelihood ratio to detect the presence of MUSIC outliers.