Title: Coincidence of the Rao Test, Wald Test, and GLRT in Partially Homogeneous Environment
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.
Publication Year: 2008
Publication Date: 2008-01-01
Language: en
Type: article
Indexed In: ['crossref']
Access and Citation
Cited By Count: 96
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