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Sensors 2012, 12(4), 4730-4736; doi:10.3390/s120404730

Rao and Wald Tests for Nonhomogeneous Scenarios

1,* , 2 and 1
1 The State Key Laboratory of Acoustics, Institute of Acoustics, Chinese Academy of Sciences, Beijing 100190, China 2 Elettronica S.P.A., Via Tiburtina Valeria, Rome 00131, Italy
* Author to whom correspondence should be addressed.
Received: 12 March 2012 / Revised: 28 March 2012 / Accepted: 29 March 2012 / Published: 12 April 2012
(This article belongs to the Section Physical Sensors)
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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 nonhomogeneous scenarios; Rao test; Wald test; mismatch
This is an open access article distributed under the Creative Commons Attribution License (CC BY 3.0).

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Hao, C.; Orlando, D.; Hou, C. Rao and Wald Tests for Nonhomogeneous Scenarios. Sensors 2012, 12, 4730-4736.

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