Spectrum-based comparison of multivariate complex random signals of unequal lengths
JITENDRA K. TUGNAIT · 2017
We consider the problem of comparing two complex multivariate random signal realizations of unequal lengths, to ascertain whether they have identical power spectral densities. A binary hypothesis testing approach is formulated and a generalized likelihood ratio test (GLRT) is derived. An asymptotic analytical solution for calculating the test threshold is provided. The results are illustrated via computer simulations. Past work on this problem is limited to either complex or real signals of equal lengths, or to real-valued scalar signals of unequal lengths. The proposed test has applications in diverse areas including user authentication in wireless networks with multiantenna receivers.