Question: Assume the same additive signal plus noise representations as in the previous problem, except, the signal is now a random process with a zero mean

Assume the same additive signal plus noise representations as in the previous problem, except, the signal is now a random process with a zero mean and covariance matrix σ2 s I. Derive the comparable version of (7.115) as a quadratic detector, and characterize its performance under both hypotheses in terms of constant multiples of the chi-squared distribution.

Section 7.8

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