Search results for "1299 Otras Especialidades Matemáticas"

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Testing Equality of Multiple Power Spectral Density Matrices

2018

This paper studies the existence of optimal invariant detectors for determining whether P multivariate processes have the same power spectral density. This problem finds application in multiple fields, including physical layer security and cognitive radio. For Gaussian observations, we prove that the optimal invariant detector, i.e., the uniformly most powerful invariant test, does not exist. Additionally, we consider the challenging case of close hypotheses, where we study the existence of the locally most powerful invariant test (LMPIT). The LMPIT is obtained in the closed form only for univariate signals. In the multivariate case, it is shown that the LMPIT does not exist. However, the c…

Multivariate statisticsGaussian02 engineering and technologyGeneralized likelihood tatio test (GLRT)Toeplitz matrixUniformly most powerful invariant test (UMPIT)01 natural sciencesElectronic mail010104 statistics & probabilitysymbols.namesakePower spectral density (PSD)0202 electrical engineering electronic engineering information engineeringApplied mathematics0101 mathematicsElectrical and Electronic EngineeringGeneralized likelihood ratio test (GLRT)MathematicsTelecomunicaciones1299 Otras Especialidades MatemáticasDetectorUnivariateSpectral density020206 networking & telecommunicationsInvariant (physics)Toeplitz matrixSignal ProcessingsymbolsTime-SeriesLocally most powerful invariant test (LMPIT)
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