Results 241 to 250 of about 6,915,535 (291)

The Complex Parameter Rao Test

open access: yesIEEE Transactions on Signal Processing, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Steven Kay, Zhenghan Zhu
exaly   +5 more sources

Robust detection of distributed targets based on Rao test and Wald test

Signal Processing, 2021
Abstract We consider the problem of detecting distributed targets in Gaussian noise with unknown covariance matrix. To make the signal-plus-noise hypothesis more plausible in the mismatched case, we model the received signal under the signal-plus-noise hypothesis as the sum of noise, useful target echoes and fictitious signals. Two adaptive detectors
Shengyin Sun   +3 more
openaire   +1 more source

Rao score tests for goodness of fit and independence

Biometrika, 1991
Summary: Rao's score statistic [\textit{C. R. Rao}, Proc. Camb. Philos. Soc. 44, 50--57 (1948; Zbl 0034.07503)] is a standard tool for carrying out hypothesis tests. A unified approach is given which encompasses many common tests. When a suitable group structure is present, it is shown how the derivation of the test statistic can be simplified.
Mardia, K. V., Kent, J. T.
openaire   +2 more sources

The Rao test for testing handedness of complex-valued covariance matrix

2016 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 2016
Banding the inverse of covariance matrix has become a popular technique to estimate a high dimensional covariance matrix from limited number of samples. However, little work has been done in providing a criterion to determine when a matrix is bandable. In this paper, we present a detector to test the bandedness of a Cholesky factor matrix.
Zhu, Zhenghan, Kay, Steven M.
openaire   +3 more sources

Coincidence of the Rao Test, Wald Test, and GLRT in Partially Homogeneous Environment

IEEE Signal Processing Letters, 2008
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,
DE MAIO, ANTONIO, S. Iommelli
openaire   +3 more sources

The PAMF Detector is a Parametric Rao Test

Conference Record of the Thirty-Ninth Asilomar Conference onSignals, Systems and Computers, 2005., 2006
The Rao test for an adaptive signal detection prob- lem in space-time adaptive processing (STAP) applications is derived by modeling the disturbance signal as a multichannel autoregressive (AR) process. Interestingly, the Rao test takes a form identical to that of the recently introduced parametric adaptive matched filter (PAMF) detector.
null Hongbin Li   +2 more
openaire   +1 more source

Persymmetric Rao and Wald Tests for Partially Homogeneous Environment

IEEE Signal Processing Letters, 2012
This letter deals with the problem of adaptive detection in partially-homogeneous Gaussian disturbance with unknown but persymmetric structured covariance matrix. Since no uniformly most powerful test exists for the problem at hand, we devise and assess two detection strategies based on the Rao test and the Wald test design criteria.
Hao C, Orlando D, Ma X, Hou C
openaire   +2 more sources

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