Rao and Wald tests for nonhomogeneous scenarios

Sensors (Basel). 2012;12(4):4730-6. doi: 10.3390/s120404730. Epub 2012 Apr 12.

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: Rao test; Wald test; mismatch; nonhomogeneous scenarios.