DETECTION OF A SIGNAL WITH AN UNKNOWN PARAMETER.

Abstract

Preliminary consideration is given to the general problem of the detection of a signal that depends on an unknown parameter. Two detection procedures are contrasted: (1) a likelihood ratio detector plus maximum likelihood estimator, and (2) a combined maximum likelihood detector and estimator. The latter has the apparent advantage of not requiring a priori knowledge of the distribution of the parameter, but this oft-stated advantage is shown to be misleading. Special cases considered indicate that the former procedure, which has a firmer theoretical basis, becomes relatively insensitive to a priori knowledge when sufficient data are present. (Author)

Document Details

Document Type
Technical Report
Publication Date
Aug 17, 1966
Accession Number
AD0652808

Entities

People

  • Ira Jacobs

Tags

DTIC Thesaurus Topics

  • Cooperation
  • Detection
  • Detectors
  • Estimators
  • New York
  • Warning Systems

Fields of Study

  • Mathematics

Readers

  • Statistical inference.
  • Theoretical Analysis.