Detection of an unknown rank-one component in white noise

Abstract

We consider the detection of an unknown and arbitrary rank-one signal in a spatial sector scanned by a small number of beams. We address the problem of finding the maximal invariant for the problem at hand and show that it consists of the ratio of the eigenvalues of a Wishart matrix to its trace. Next, we derive the generalized-likelihood ratio test (GLRT) along with expressions for its probability density function (pdf) under both hypotheses. Special attention is paid to the case m= 2, where the GLRT is shown to be a uniformly most powerful invariant (UMPI). Numerical simulations attest to the validity of the theoretical analysis and illustrate the detection performance of the GLRT.