How to implement Generalized Likelihood Ratio Test (GLRT) in Matlab ?

 Hi,
 I am doing my master thesis in radar signal detection based on  multiple hypothesis testing problem  on the complex measured vector recorded by the radar during the ToT(time on target) , It is made up by a whitening-matched filter (matched to p ,where p is target steering vector of the form p(n)=exp(j2*pi*f*n)).I have a complex Gaussian noise signal with length (5000*1) ,to find covariance matrix from it.also I have radar_received signal with length (5000*1).But I don't know how to implement this matlab, and how to deal with these signals in matlab.
Thanks

[Walter Roberson]

Your description has no apparent connection to the GLRT mentioned in your title ?

Answer 1

[Walter Roberson]

The covariance matrix of a vector is a scalar, always.

If you need to get a non-scalar out, then whatever you are doing is not taking the covariance matrix of the vector. It might be taking the covariance matrix of something calculated from the vector, but it is not taking the covariance matrix of the vector.