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The Generalized Likelihood Ratio Test

August 10, 2019 by

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.

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