On the detection of a signal in colored noise (Q1118563)
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scientific article; zbMATH DE number 4095351
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the detection of a signal in colored noise |
scientific article; zbMATH DE number 4095351 |
Statements
On the detection of a signal in colored noise (English)
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1988
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A modeling approach is used in the detection of a random signal in colored noise. The received sequence is modeled as a regressive/autoregressive time series, and the presence or absence of the desired signal is determined through a hypothesis testing procedure. The test is based on the construction of an F-statistic using likelihood functions. The statistic can be easily incorporated into the computation of the probability of a false alarm, such as required in the processing of radar signals. Results based on simulated data and actual radar data are presented.
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random signal
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colored noise
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regressive/autoregressive time series
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F- statistic
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