SEQUENTIAL DETECTION II,
Abstract
Three problems involving sequential detection are considered in this study: (1) canonical forms for weak-signal, or threshold detection; (2) conditions for the singularity and non-singularity of optimum detection procedures for normal noise in normal noise; and (3) useful experiments involving binary sequential detection, particularly where analytic results are not obtainable. Canonical expressions for locally optimum receivers are obtained for the sequential detection of general classes of signals in general classes of noise when the cost functions are linear in sample-size. It is shown that the necessary and sufficient conditions for singularity and non-singularity for the sequential (likelihood) discrimination of one normal noise process, N sub 1, vs another, N sub o, is the same as that for the fixed-sample cases, with the additional observation that these results are to be understood as holding on the average, since now the (finite) interval (sample-size), T, is a random variable. A series of experiments involving sequential detection of signals in noise is also described and outlined in general form.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1964
- Accession Number
- AD0604740
Entities
People
- David Middleton
Organizations
- Johns Hopkins University