A GLRT approach for detecting correlated signals in white noise in two MIMO channels
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In this work, we consider a second-order detection problem where rank-p signals are structured by an unknown, but common, p-dimensional random vector and then received through unknown M x p matrices at each of two M-element arrays. The noises in each channel are independent with identical variances. We derive generalized likelihood ratio (GLR) tests for this problem when the noise variance is either known or unknown. The resulting detection problems may be phrased as two-channel factor analysis problems.