The Generalized Likelihood Ratio Test

The generalized likelihood ratio test (GLRT) extends the likelihood ratio principle to scenarios in which the likelihood ratio test is not applicable. The GLRT is a principled method for obtaining a good test when optimal tests do not exist. In this lesson you will learn how to obtain the GLRT. An example illustrates application of the GLRT to a common signal detection problem. The simplicity and broad applicability of the GLRT make it a very useful method for your signal-processing toolbox.