On detection of Gaussian stochastic sequences

DOI10.1134/S0032946017040044MaRDI QIDQ2190890zbMATH OpenOpenAlexFDO

Authors M. V. Burnashev

Publication date 23 June 2020

Published in Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1802.07940

zbMATH Keywords

Gaussian random signal vectorminimax detection

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13)

Abstract: The problem of minimax detection of Gaussian random signal vector in White Gaussian additive noise is considered. It is supposed that an unknown vector $$ of the signal vector intensities belong to the given set $mathcalE$. It is investigated when it is possible to replace the set $mathcalE$ by a smaller set ${mathcalE}_0$ without loss of quality (and, in particular, to replace it by a single point $$).

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Cited in

(12)

• Concerning an adaptive algorithm for detecting disharmonies in random sequences
• Two comparison theorems for distributions of Gaussian quadratic forms
• Detecting a vector based on linear measurements
• On Neyman-Pearson minimax detection of Poisson process intensity
• On minimax detection of Gaussian stochastic sequences and Gaussian stationary signals
• On minimax robust testing of composite hypotheses on Poisson process intensity
• On Stein's lemma in hypotheses testing in general non-asymptotic case
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• On minimax detection of Gaussian stochastic sequences with imprecisely known means and covariance matrices

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