Detection of signals with random moments of appearance and disappearance (Q1114274)
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scientific article; zbMATH DE number 4084790
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detection of signals with random moments of appearance and disappearance |
scientific article; zbMATH DE number 4084790 |
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Detection of signals with random moments of appearance and disappearance (English)
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1988
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We consider optimal detection of a signal with random moment of appearance and random length. Given the prior probability distributions of the moments of appearance and disappearance, the optimal nonsequential detection algorithm is based on a comparison of the likelihood ratio averaged over the joint distribution of these moments to some threshold. Fast algorithms generating the average likelihood ratio for discrete- and continuous-time observations are proposed. The structure of the optimal Bayesian sequential detection rule is established.
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optimal signal detection
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optimal nonsequential detection algorithm
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Fast algorithms
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average likelihood ratio
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optimal Bayesian sequential detection rule
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