Coincidence of the Rao test, Wald test, and GLRT in partially homogeneous environment
Coincidence of the Rao test, Wald test, and GLRT in partially homogeneous environment
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DOI：
10.1109/lsp.2008.920016
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发表时间：
2008-01-01
影响因子：
3.9
通讯作者：
Iommelli, S.
中科院分区：
文献类型：
--
作者：
De Maio, A.;Iommelli, S.
本文讨论了在协方差矩阵未知的部分齐次高斯扰动存在的情况下，检测已知到比例因子的信号的问题。证明了Rao检验和Wald检验与以前推导的广义似然比检验是一致的。换句话说，Rao检验、Wald检验和GLRT都等同于一致最强大不变量(UMPI)检测器。
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.