New Findings on GLRT Radar Detection of Non-Fluctuating Targets via Phased Arrays
IEEE Access, 2021 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
Efficient Optimal Joint Channel Estimation and Data Detection for Massive MIMO Systems
, 2016 In this paper, we propose an efficient optimal joint channel estimation and data detection algorithm for massive MIMO wireless systems. Our algorithm is optimal in terms of the generalized likelihood ratio test (GLRT).
Alshamary, Haider Ali Jasim, Xu, Weiyu
core +1 more source
Robust Spectrum-Based Comparison of Multivariate Complex Random Signals
IEEE Access, 2019 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
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Statistical Resolution Limit Analysis of Two Closely Spaced Signal Sources Using Rao Test
IEEE Access, 2017 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
Regularized Covariance Matrix Estimation in Complex Elliptically Symmetric Distributions Using the Expected Likelihood Approach - Part 2: The Under-Sampled Case [PDF]
, 2013 In the first part of this series of two papers, we extended the expected likelihood approach originally developed in the Gaussian case, to the broader class of complex elliptically symmetric (CES) distributions and complex angular central Gaussian (ACG ...
Abramovich, Yuri, Besson, Olivier
core +2 more sources
Adaptive CUSUM Chart for Simultaneous Monitoring of Mean and Variance
Quality and Reliability Engineering International, EarlyView.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
A Comparative Review of Specification Tests for Diffusion Models
International Statistical Review, EarlyView.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
A novel approach to robust radar detection of range-spread targets
, 2019 This paper proposes a novel approach to robust radar detection of range-spread targets embedded in Gaussian noise with unknown covariance matrix. The idea is to model the useful target echo in each range cell as the sum of a coherent signal plus a random
Coluccia, Angelo +2 more
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Omnibus goodness‐of‐fit tests for univariate continuous distributions based on trigonometric moments
Statistica Neerlandica, Volume 80, Issue 2, May 2026.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
Analysis of statistical resolution limit based on Rao test
Dianxin kexue, 2017 Since the approach of analyzing statistical resolution limit (SRL) based on generalized likelihood ratio test (GLRT) has the problems of high computational complexity and isn’t easy to get the analytical formula of the detection statistics,a method for ...
Minhong SUN +3 more
doaj +2 more sources