A TWO-STAGE LIKELIHOOD-RATIO DETECTION PROCEDURE FOR AN UNKNOWN WAVEFORM WHICH IS RANDOMLY REPEATING IN NOISE.

Abstract

Suppose we have a stochastic process which is made up of an unknown waveform of finite duration, which is repeated randomly in Gaussian noise with a known covariance function. The rate of recurrence of the waveform is a known constant, and the signal-to-noise ratio of the waveform in the noise is small. A two-stage procedure is developed for detecting the epochs of the waveform based upon efficient large-sample estimates of the autocorrelation of the waveform. The error probabilities are given for this procedure which is based upon approximation of the likelihood-ratio. A bound for the error due to the approximation of the likelihood function is given. (Author)

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1965
Accession Number
AD0613078

Entities

People

  • Melvin J. Hinich

Organizations

  • Carnegie Institute of Technology

Tags

DTIC Thesaurus Topics

  • Autocorrelation
  • Covariance
  • Data Science
  • Detection
  • Gaussian Noise
  • Information Science
  • Mathematics
  • Noise
  • Probability
  • Stochastic Processes
  • Waveforms

Fields of Study

  • Mathematics

Readers

  • Acoustics.
  • Regression Analysis.
  • Statistical inference.