Question: Find the GLRT and its exact performance for the detection problem 0 : = , = 1 , 2 , . . . , H

Find the GLRT and its exact performance for the detection problem 0 : = , = 1 , 2 , . . . , H 0 :Y i =N i ,i=1,2,...,n 1 : = { + , = 1 , 2 , . . . , 2 + , = 2 + 1 , . . . , H 1 :Y i ={ A+N i , B+N i , i=1,2,..., 2 n i= 2 n +1,...,n for n even, where , A,B are unknown, and N i is white Gaussian noise with unknown variance 2 2

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