Question: Problem 1 Find the GLRT and its exact performance for the detection problem Ho : Yi = Ni, i =1,2, . . .,n H1 :

Problem 1 Find the GLRT and its exact performance for the detection problem Ho : Yi = Ni, i =1,2, . . .,n H1 : Yi = A+ Ni, i= 1,2, ..., B+ Ni, i= "+1, . .,n for n even, where A, B are unknown, and N; is white Gaussian noise with unknown variance o?. Problem 2 Find the GLRT for the detection problem Ho : Yi = Mi, i=1,2, . . .,n H1 : Yi = A+ Ni, i=1,2, ...,n for n even, where A is unknown, and N; is white Laplacian noise with known variance o2
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