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Rao and Wald Tests for Nonhomogeneous Scenarios
The State Key Laboratory of Acoustics, Institute of Acoustics, Chinese Academy of Sciences, Beijing 100190, China
Elettronica S.P.A., Via Tiburtina Valeria, Rome 00131, Italy
* Author to whom correspondence should be addressed.
Received: 12 March 2012; in revised form: 28 March 2012 / Accepted: 29 March 2012 / Published: 12 April 2012
Abstract: In this paper, we focus on the design of adaptive receivers for nonhomogeneous scenarios. More precisely, at the design stage we assume a mismatch between the covariance matrix of the noise in the cell under test and that of secondary data. Under the above assumption, we show that the Wald test is the adaptive matched filter, while the Rao test coincides with the receiver obtained by using the Rao test design criterion in homogeneous environment, hence providing a theoretical explanation of the enhanced selectivity of this receiver.
Keywords: nonhomogeneous scenarios; Rao test; Wald test; mismatch
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Cite This Article
MDPI and ACS Style
Hao, C.; Orlando, D.; Hou, C. Rao and Wald Tests for Nonhomogeneous Scenarios. Sensors 2012, 12, 4730-4736.
Hao C, Orlando D, Hou C. Rao and Wald Tests for Nonhomogeneous Scenarios. Sensors. 2012; 12(4):4730-4736.
Hao, Chengpeng; Orlando, Danilo; Hou, Chaohuan. 2012. "Rao and Wald Tests for Nonhomogeneous Scenarios." Sensors 12, no. 4: 4730-4736.