Optimal detection of a signal with unknown appearance and disappearance times (Q5951360)
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scientific article; zbMATH DE number 1685491
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| English | Optimal detection of a signal with unknown appearance and disappearance times |
scientific article; zbMATH DE number 1685491 |
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Optimal detection of a signal with unknown appearance and disappearance times (English)
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5 May 2002
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The authors consider the problem of detecting a determinate signal with unknown (or random) appearance and disappearance times in Gaussian white noise for countinuous-time observation. They present maximum likelihood and optimal (Bayesian) algorithms for detection and estimation of appearance and disappearance times. They study asymptotic properties of the maximum likelihood algorithm and its efficiency. They obtain asymptotic expressions for characteristics of the maximum likelihood algorithms. By means of statistical computer modelling, they investigate efficiency of both algorithms as well as determine the applicability limits of the asymptotic expressions for characteristics of the algorithms.
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optimal signal detection
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signal with random appearance and disappearance time
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maximum likelihood algorithm
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optimal Bayesian algorithm
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asymptotics
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efficiency
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statistical modelling
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signal-to-noise ratio
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0.8805437088012695
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0.847962498664856
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0.8426135778427124
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0.8385740518569946
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