Test for a specified signal when the noise covariance matrix is unknown

• 1 August 1987
• journal article
• Published by Elsevier in Journal of Multivariate Analysis
• Vol. 22  (2) , 177-188
• https://doi.org/10.1016/0047-259x(87)90084-4

Abstract

Keywords

• COVARIANCE MATRIX
• SPECIFIED SIGNAL
• NOISE COVARIANCE
• UNKNOWN
• TEST