THE DESIGN OF A SEQUENTIAL TEST FOR THE DETECTION OF KNOW SIGNAL IN NORMAL NON-WHITE NOISE,

Abstract

This paper considers the design of a sequential test for signals in correlated normal noise. Both discrete and continuous time parameters are considered. The noise is assumed to be stationary in the continuous case, but not in the discrete case. Through the transformation of random variables, it is shown that the test of given strength which minimizes expected test length is Wald's sequential probability (likelihood) ratio test. (Author)

Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1961
Accession Number
AD0606328

Entities

People

  • Ivan Selin

Organizations

  • RAND Corporation

Tags

DTIC Thesaurus Topics

  • Detection
  • Mathematics
  • Noise
  • Probability
  • Random Variables
  • Stationary
  • White Noise

Fields of Study

  • Engineering

Readers

  • Statistical inference.