@conference{10902/15196, year = {2018}, url = {http://hdl.handle.net/10902/15196}, abstract = {This work addresses the problem of determining whether two multivariate random time series have the same power spectral density (PSD), which has applications, for instance, in physical-layer security and cognitive radio. Remarkably, existing detectors for this problem do not usually provide any kind of optimality. Thus, we study here the existence under the Gaussian assumption of optimal invariant detectors for this problem, proving that the uniformly most powerful invariant test (UMPIT) does not exist. Thus, focusing on close hypotheses, we show that the locally most powerful invariant test (LMPIT) only exists for univariate time series. In the multivariate case, we prove that the LMPIT does not exist. However, this proof suggests two LMPIT-inspired detectors, one of which outperforms previously proposed approaches, as computer simulations show.}, organization = {This work was partly supported by the Spanish MINECO grants OTOSIS (TEC2013-41718-R), COMONSENS Network (TEC2015-69648-REDC) and KERMES Network (TEC2016-81900-REDT/AEI); by the Spanish MINECO and the European Commission (ERDF) grants ADVENTURE (TEC2015-69868-C2-1-R), WINTER (TEC2016-76409-C2-2-R), CARMEN (TEC2016-75067-C4-4-R) and CAIMAN (TEC2017-86921-C2-1-R and TEC2017-86921-C2-2-R); by the Comunidad de Madrid grant CASI-CAM-CM (S2013/ICE-2845); by the Xunta de Galicia and ERDF grants GRC2013/009, R2014/037 and ED431G/04 (Agrupación Estratéxica Consolidada de Galicia accreditation 2016-2019); by the SODERCAN and ERDF grant CAIMAN (12.JU01.64661); and by the Research Council of Norway grant FRIPRO TOPPFORSK (250910/F20).}, publisher = {IEEE}, publisher = {IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), Calgary, Canada, 2018, 3929-3933}, title = {Locally optimal invariant detector for testing equality of two power spectral densities}, author = {Ramírez García, David and Romero, Daniel and Vía Rodríguez, Javier and López Valcarce, Roberto and Santamaría Caballero, Luis Ignacio}, }