On one problem in multichannel signal detection

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Publication:2190891

DOI10.1134/S0032946017040056zbMATH Open1458.94162arXiv1712.06335OpenAlexW2962779297MaRDI QIDQ2190891FDOQ2190891


Authors: Yanyan Li Edit this on Wikidata


Publication date: 23 June 2020

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

Abstract: We consider a statistical problem of detection of a signal with unknown energy in a multi-channel system, observed in a Gaussian noise. We assume that the signal can appear in the k-th channel with a known small prior probability . Using noisy observations from all channels we would like to detect whether the signal is presented in one of the channels or we observe pure noise. In our work we describe and compare statistical properties of maximum posterior probability test and optimal Bayes test. In particular, for these tests we obtain limiting distributions of test statistics and define sets of their non-detectable signals.


Full work available at URL: https://arxiv.org/abs/1712.06335




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