Central Limit Theorems for Conditionally Linear Random Processes
Abstract
The work reported in the paper is part of Rand's broad studies of radar signal-processing methods. Models of radar clutter interference are developed which are both physically reasonable and more general than the usual Gaussian model or linear-process model. These are called conditionally linear processes. The major contribution of this paper is the development of simple conditions under which linear functionals of data generated by the model will have a Gaussian distribution. The result enables the computation of detection probabilities and false alarms for linear signal detectors.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1971
- Accession Number
- AD0735071
Entities
People
- Percy A. Pierre
Organizations
- RAND Corporation