Abstract:
We obtain a maximum likelihood algorithm for detecting a Gaussian stochastic signal with unknown appearance (disappearance) time and average power. Asymptotic expressions for the probabilities of the 1st- and 2nd-kind detection errors are found. Applicability limits for the derived expressions are found by statistical computer simulation.
Citation:
A. P. Trifonov, A. V. Zakharov, E. V. Pronyaev, “Adaptive Detection of a Stochastic Signal under Parametric a priori Uncertainty”, Probl. Peredachi Inf., 38:3 (2002), 45–61; Problems Inform. Transmission, 38:3 (2002), 203–217