Distribution results for a multi-rank version of the Reed-Yu detector

In this paper we revisit a detector first derived by Reed and Yu [1], generalized by Bliss and Parker [2], and recently studied by Hiltunen, Loubaton, and Chevalier [3], [4]. The problem is to detect a known signal transmitted over an unknown MIMO channel of unknown complex gains and unknown additive noise covariance. The probability distribution of a CFAR detector for this problem was first derived for the SIMO channel in [1]. We generalize this distribution for the case of a MIMO channel, and show that the CFAR detector statistic is distributed as the product of independent scalar beta random variables under the null. Our results, based on the theory of beta distributed random matrices, hold for M symbols transmitted from p transmitters and received at L receivers. The asymptotic results of [3], [4] are based on large random matrix theory, which assumes L and M to be unbounded.