Joint Detection and Estimation: Optimum Tests and Applications

DOI10.1109/TIT.2012.2184260MaRDI QIDQ5271798zbMATH OpenOpenAlexFDO

Authors Guido H. Jajamovich, Ali Tajer, George V. Moustakides, Xiaodong Wang

Publication date 12 July 2017

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1101.5084

Mathematics Subject Classification ID

Bayesian inference (62F15) Non-Markovian processes: hypothesis testing (62M07) Non-Markovian processes: estimation (62M09) Detection theory in information and communication theory (94A13)

Abstract: We consider a well defined joint detection and parameter estimation problem. By combining the Baysian formulation of the estimation subproblem with suitable constraints on the detection subproblem we develop optimum one- and two-step test for the joint detection/estimation case. The proposed combined strategies have the very desirable characteristic to allow for the trade-off between detection power and estimation efficiency. Our theoretical developments are then applied to the problems of retrospective changepoint detection and MIMO radar. In the former case we are interested in detecting a change in the statistics of a set of available data and provide an estimate for the time of change, while in the latter in detecting a target and estimating its location. Intense simulations demonstrate that by using the jointly optimum schemes, we can experience significant improvement in estimation quality with small sacrifice in detection power.

Cited in

(9)

• Joint detection and estimation of the Yule-Furry processes
• Statistical synthesis and analysis of simultaneous detection and estimation systems in discrete orthogonal bases
• Sequential joint detection and estimation
• COUPLED DETECTION RATES: AN INTRODUCTION
• Adaptive joint detection and estimation in MIMO systems: a hybrid systems approach
• Bayesian sequential joint detection and estimation
• scientific article; zbMATH DE number 2119859 (Why is no real title available?)
• Bayesian sequential joint detection and estimation under multiple hypotheses
• scientific article; zbMATH DE number 5685414 (Why is no real title available?)

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