Fault detection based on comparing a batch of data with a model of the system using the generalized likelihood ratio test is considered. Careful treatment of the initial state of the model is quite important, in particular for short batch sizes. There are two standard approaches to this problem. One is based on a parity space, where the influence of initial state is removed by projection, and t...

A generalized likelihood ratio test is considered for testing acoustic environmental models with application to parameter inversion using an acoustic propagation code. In the following, we use the term \hierarchy of models" to denote a sequence of model structures M1;M2;... in which each particular model structure Mm contains all previous ones as special cases. We propose a combined parameter e...

I t is shown that the Wilks large sample likelihood ratio statistic An, for testing between composite hypotheses 0O <= Q1 on the basis of a sample of size n, behaves as n varies like a diffusion process related to an equilibrium OrnsteinUhlenbeck process, whenever the null hypothesis is true. This fact is used to construct large sample sequential tests based on An, which are the same whatever t...

In this study, the authors deal with the problem of parametric detection for relatively small targets using space–time adaptive processing (STAP). In contrast to the existing parametric STAP detectors, the proposed detectors perform range estimation by exploiting the spillover of the target energy between consecutive samples. To this end, the authors assume that the received useful signal is kn...

We propose the degenerate-generalized likelihood ratio test DGLRT for one-sided composite hypotheses in cases of independent and dependent observations. The theoretical results show that the DGLRT has controlled error probabilities and stops sampling with probability 1 under some regularity conditions. Moreover, its stopping boundaries are constants and can be easily determined using the provid...

Appendices 89 A 89 B 93 C 95 D 97 Bibliography 101 Introduction A topic of great interest in the Remote Sensing, Signal Processing, and Synthetic Aperture Radar (SAR) communities is change detection. This is the ability to identify temporal changes within a given scene starting from a pair of co-registered SAR images representing an area of interest [1–3]. Incoherent and coherent change detecti...

Cognitive radio is a new concept of reusing spectrum in an opportunistic manner. Cognitive radio is motivated by recent measurements of spectrum utilization, showing unused resources in frequency, time and space. Introducing cognitive radios in a primary network inevitably creates increased interference to the primary users. Secondary users must sense the spectrum and detect primary users’ sign...

in this paper, the detection of moving targets in airborne widely separated phased multiple input multiple output (mimo) radars which are located on moving platform is investigated. in order to derive the detector, the generalized likelihood ratio test is applied. the proposed detection rule, exploits the clutter subspace information and its maximum likelihood estimation, to improve the detecti...

This paper proposes a statistical steganalysis method for quantization index modulation (QIM) based steganography. We have shown that, in general, plain-quantization (quantization without message embedding) reduces local-randomness (or increases local-correlation) in the resulting quantized-object and QIM-stego exhibits higher level of local-randomness than the corresponding quantized cover. Th...

A generalized diversity channel is introduced that models a variety of wireless communication systems that use time, frequency, multipath, and/or antenna diversity with various interbranch correlations between signaling waveforms and the fading and additive noise processes. In the context of this general model, a systematic approach to the design and analysis of optimum noncoherent differential...