Optimal detection of a signal with unknown appearance and disappearance times

DOI10.1023/A:1010447726739MaRDI QIDQ5951360zbMATH OpenFDO

Authors A. P. Trifonov, Y. E. Korchagin

Publication date 5 May 2002

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

Full work available at URL https://doi.org/10.1023/A:1010447726739

zbMATH Keywords

asymptoticsefficiencymaximum likelihood algorithmoptimal Bayesian algorithmoptimal signal detectionsignal with random appearance and disappearance timesignal-to-noise ratiostatistical modelling

Mathematics Subject Classification ID

Applications of statistics (62P99) Detection theory in information and communication theory (94A13)

Review text

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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