On detection of Gaussian stochastic sequences

DOI10.1134/S0032946017040044zbMath1461.60023arXiv1802.07940OpenAlexW2964320364MaRDI QIDQ2190890

Marat V. Burnashev

Publication date: 23 June 2020

Published in: Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.07940

zbMATH Keywords

minimax detectionGaussian random signal vector

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13)

Related Items (6)

On minimax robust testing of composite hypotheses on Poisson process intensity ⋮ On minimax detection of Gaussian stochastic sequences with imprecisely known means and covariance matrices ⋮ On Stein's lemma in hypotheses testing in general non-asymptotic case ⋮ Two comparison theorems for distributions of Gaussian quadratic forms ⋮ On Neyman-Pearson minimax detection of Poisson process intensity ⋮ On minimax detection of Gaussian stochastic sequences and Gaussian stationary signals

Cites Work

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• Two comparison theorems for distributions of Gaussian quadratic forms
• On Minimax Robust Detection of Stationary Gaussian Signals in White Gaussian Noise
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations

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