Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
On Minimax Detection of Gaussian Stochastic Sequences and Gaussian Stationary Signals - MaRDI portal

Deprecated: Use of MediaWiki\Skin\SkinTemplate::injectLegacyMenusIntoPersonalTools was deprecated in Please make sure Skin option menus contains `user-menu` (and possibly `notifications`, `user-interface-preferences`, `user-page`) 1.46. [Called from MediaWiki\Skin\SkinTemplate::getPortletsTemplateData in /var/www/html/w/includes/Skin/SkinTemplate.php at line 691] in /var/www/html/w/includes/Debug/MWDebug.php on line 372

Deprecated: Use of MediaWiki\Skin\BaseTemplate::getPersonalTools was deprecated in 1.46 Call $this->getSkin()->getPersonalToolsForMakeListItem instead (T422975). [Called from Skins\Chameleon\Components\NavbarHorizontal\PersonalTools::getHtml in /var/www/html/w/skins/chameleon/src/Components/NavbarHorizontal/PersonalTools.php at line 66] in /var/www/html/w/includes/Debug/MWDebug.php on line 372

Deprecated: Use of QuickTemplate::(get/html/text/haveData) with parameter `personal_urls` was deprecated in MediaWiki Use content_navigation instead. [Called from MediaWiki\Skin\QuickTemplate::get in /var/www/html/w/includes/Skin/QuickTemplate.php at line 131] in /var/www/html/w/includes/Debug/MWDebug.php on line 372

On Minimax Detection of Gaussian Stochastic Sequences and Gaussian Stationary Signals

From MaRDI portal
Publication:6365219

DOI10.1134/S0032946021030042arXiv2104.06355MaRDI QIDQ6365219

Author name not available (Why is that?)

Publication date: 13 April 2021

Abstract: Minimax detection of Gaussian stochastic sequences (signals) with unknown covariance matrices is studied. For a fixed false alarm probability (1-st kind error probability), the performance of the minimax detection is being characterized by the best exponential decay rate of the miss probability (2-nd kind error probability) as the length of the observation interval tends to infinity. Our goal is to find the largest set of covariance matrices such that the minimax robust testing of this set (composite hypothesis) can be replaced with testing of only one specific covariance matrix (simple hypothesis) without any loss in detection characteristics. In this paper, we completely describe this maximal set of covariance matrices. Some corollaries address minimax detection of the Gaussian stochastic signals embedded in the White Gaussian noise and detection of the Gaussian stationary signals.





Mathematics Subject Classification ID

No records found.








This page was built for publication: On Minimax Detection of Gaussian Stochastic Sequences and Gaussian Stationary Signals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6365219)

Retrieved from "https://mardi.schubotz.org/w/index.php?title=Publication:6365219&oldid=35988927"
Powered by MediaWiki