One-Bit Quantization and Distributed Detection with an Unknown Scale Parameter
We examine a distributed detection problem in a wireless sensor network, where sensor nodes collaborate to detect a Gaussian signal with an unknown change of power, i.e., a scale parameter.
Fei Gao, Lili Guo, Hongbin Li, Jun Fang
doaj +1 more source
New Findings on GLRT Radar Detection of Non-Fluctuating Targets via Phased Arrays
This paper addresses the standard generalized likelihood ratio test (GLRT) detection problem of weak signals in background noise. In so doing, we consider a non-fluctuating target embedded in complex white Gaussian noise (CWGN), in which the amplitude of
Fernando Dario Almeida Garcia +2 more
doaj +1 more source
Generalized Likelihood Signal Resolution [PDF]
This Paper Defines an M-Ary Generalized Likelihood Ratio Test (MGLRT) that overcomes Root\u27s Early Objection to the Application of Generalized Likelihood Ratio Testing to the Resolution of Correlated Signals.
Stuller, John A.
core +1 more source
Robust Spectrum-Based Comparison of Multivariate Complex Random Signals
We consider the problem of comparing two complex multivariate random signal realizations, possibly contaminated with additive outliers, to ascertain whether they have identical power spectral densities.
Jitendra K. Tugnait
doaj +1 more source
Adaptive subspace detection based on two-step dimension reduction in the underwater waveguide
In the underwater waveguide, the conventional adaptive subspace detector (ASD), derived by using the generalized likelihood ratio test (GLRT) theory, suffers from a significant degradation in detection performance when the samplings of training data are ...
De-zhi Kong +3 more
doaj +1 more source
A Comparative Review of Specification Tests for Diffusion Models
Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez +3 more
wiley +1 more source
Statistical Resolution Limit Analysis of Two Closely Spaced Signal Sources Using Rao Test
High computational complexity and difficulty in taking an analytical expression of detection statistics are some of the problems encountered when using the statistical resolution limit (SRL) analysis in the generalized likelihood ratio test (GLRT). A Rao
Minhong Sun +3 more
doaj +1 more source
Adaptive CUSUM Chart for Simultaneous Monitoring of Mean and Variance
ABSTRACT Simultaneously monitoring changes in both the mean and variance is a fundamental problem in statistical process control, and numerous methods have been developed to address it. However, many existing approaches face notable limitations: Some rely on tuning parameters that can significantly affect performance; others are biased toward detecting
Gokul Parakulum, Jun Li
wiley +1 more source
Matched Direction Detection in Unknown Gaussian Thermal Noise
This paper addresses the problem of detecting a distributed target embedded in Gaussian thermal noise with an unknown variance, in the presence of structured interference.
Haibo Tong +4 more
doaj +1 more source
Omnibus goodness‐of‐fit tests for univariate continuous distributions based on trigonometric moments
ABSTRACT We propose a new omnibus goodness‐of‐fit test based on trigonometric moments of probability‐integral‐transformed data. The test builds on the framework of the LK test introduced by Langholz and Kronmal [J. Amer. Statist. Assoc. 86 (1991), 1077–1084], but fully exploits the covariance structure of the associated trigonometric statistics.
Alain Desgagné, Frédéric Ouimet
wiley +1 more source

