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
fDate :
6/30/1905 12:00:00 AM
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);
Journal_Title :
Signal Processing Letters, IEEE
DOI :
10.1109/LSP.2008.920016
