When is a maximal invariant hypothesis test better than the GLRT?

被引:0
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作者
Kim, HS [1 ]
Hero, AO [1 ]
机构
[1] Univ Michigan, Dept Elect Engn & Comp Sci, Ann Arbor, MI 48109 USA
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中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
There has been considerable recent interest in applying maximal invariant (MI) hypothesis testing as an alternative to the generalized likelihood ratio test (GLRT). This interest has been motivated by several attractive theoretical properties of MI tests including: exact robustness to variation of nuisance parameters, finite-sample min-max optimality tin some cases), and distributional robustness, i.e. insensitivity to changes in the underlying probability distribution over a particular class. Furthermore, in some important cases the MI test gives a reasonable test while the GLRT has worse performance than the trivial coin flip decision rule [1]. However, in other cases, like the deep hide target detection problem, there are regimes (SNR, number of wireless users, coherence bandwidth) for which either of the MI and the GLRT can outperform the other. We will discuss conditions under which the MI tests can be expected to outperform the GLRT in the context of a radar imaging and target detection application.
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页码:401 / 405
页数:5
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