"Test for the Equality of the Number of Signals " by Madhusudan Bhandary and Debasis Kundu
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Abstract

A likelihood ratio test for testing the equality of the ranks of two non-negative definite covariance matrices arising in the area of signal processing is derived. The asymptotic distribution of the test statistic follows a Chi-square distribution from the general theory of likelihood ratio test.

DOI

10.22237/jmasm/1257034800

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