Performance of the GLRT for adaptive vector subspace detection
- 1 October 1996
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Aerospace and Electronic Systems
- Vol. 32 (4) , 1473-1487
- https://doi.org/10.1109/7.543869
Abstract
The problem of adaptively detecting a signal confined to a given vector subspace in interference modeled as a zero-mean complex Gaussian N-vector is considered. The correlation properties of interference are not known but are estimated from a given set of secondary (or reference) vectors. The dimension of the known signal subspace is N/sub s/, where 1/spl les/N/sub s//spl les/N. The Generalized Likelihood Ratio Test (GLRT) is cast in a slightly different setting to show that it belongs to a class of invariant tests. The maximal invariants for the class of invariant tests are identified and the joint probability density function of the maximal invariants under both the null hypothesis H/sub 0/ and the alternate hypothesis H/sub 1/ are derived. These expressions are used to show that for 1/spl les/N/sub s/<N, there exists no uniformly most powerful invariant (UMPI) test for the given signal detection problem. Expressions for characterizing the performance of the GLRT are derived and the detection performance of this test when the signal to be detected is a random vector confined to the given vector subspace is evaluated.Keywords
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