Asymptotically optimal detection in unknown colored noise via autoregressive modeling

DOI10.1109/TASSP.1983.1164156MaRDI QIDQ3683381zbMATH OpenOpenAlexFDO

Authors Steven M. Kay

Publication date 1983

Published in IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tassp.1983.1164156

zbMATH Keywords

autoregressive processcolored Gaussian noisegeneralized likelihood ratio testingunknown covariance

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)

Cited in

(1)

• AR-model-based adaptive detection of range-spread targets in compound Gaussian clutter

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