Asymptotic memoryless detection of random signals in dependent noise
β Scribed by D.R. Halverson; G.L. Wise
- Publisher
- Elsevier Science
- Year
- 1981
- Tongue
- English
- Weight
- 1011 KB
- Volume
- 312
- Category
- Article
- ISSN
- 0016-0032
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β¦ Synopsis
Design of detectors for strong mixing signals in strong mixing noise is considered, where a large degree of dependency may occur between the signal and noise.
Under the criterion of asymptotic relative efficiency, it is shown that this design reduces to determining the solution of an integral equation, where only knowledge of the second order
statistics of the randon processes involved is required. In particular, if the signal is independent of the noise and has nonzero mean, the optimal detector is the same as in the known constant signal case. It is also shown that it is possible to delete several regularity conditions which may be difficult to check in practice in the slightly more restrictive case where the maximal correlation coefficients of the signal and noise tend to zero.
π SIMILAR VOLUMES
A method for detection and estimation of periodic signals in the presence of noise is described. The algorithm is an iterative improvement of the autoregressive-moving average estimation of a stochastic process and gives an exact frequency resolution of sinusoidal signals additively mixed with noise
In the present study, a simple numerical function is proposed for use together with the time-frequency analysis in the detection of very weak sinusoidal signals embedded in a non-stationary random broadband background noise. Its performance is studied through the use of two numerical examples. It is