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Rao and Wald tests for nonhomogeneous scenarios
Chengpeng Hao1, Danilo Orlando, Chaohuan Hou
1The State Key Laboratory of Acoustics, Institute of Acoustics, Chinese Academy of Sciences, Beijing 100190, China. haochengp@mail.ioa.ac.cn
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.
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