Analysis and Interpretation of the Reduced-Rank Generalized Likelihood-Ratio Test

An analysis and interpretation of the reduced-rank generalized likelihood-ratio test (RR-GLRT) detector is presented in this paper. First, simple and accurate approximations to the RR-GLRT test statistics are derived. The approximations are verified by computer simulation and are shown to be accurate over a wide range of interference and signal levels These approximation are then used to show that the RR-GLRT is related to the UMP invariant test and to calculate the moments and deflection of the RR-GLRT statistic.