“…Thus, again, we have . Since these , , and are necessarily in the set searched by the maximization on the left side of (21), we have (23) The inequalities in (22) and (23) thus establish (21), and a similar argument for the hypothesis provides (24) As a consequence, the GLRT of (19) can be equivalently constructed in the projected domain as (25) At this point, we observe that (20) has the same form as (8), and (25) has the same form as (9), with , , and replacing , , and , respectively. As a consequence, the analysis in [10] applies verbatim, meaning that the test in (25) can be reduced to an expression similar to (10), namely (26) Like (11), the resulting RX anomaly detector then becomes (27) where and are the sample mean and covariance, respectively, of .…”