Exact Bayesian test for a common rank-one component in white noise
Songsri Sirianunpiboon, Stephen D. Howard, Douglas Cochran · 2015
Unknown and arbitrary rank-one signals are collected by two arrays of sensors. This paper constructs an exact invariant Bayesian detector for deciding if the two sets of data are generated by the same rank-one signal. This detector is compared to the generalized likelihood ratio test (GLRT) and shown in simulation to give significantly better performance.