Arrival-Time Estimation by Adaptive Thresholding

Abstract

Arrival-time estimation by adaptive thresholding is described. The probability density of arrival time is derived for differentiable Markov processes. The special case of additive, stationary noise is given particular attention. A direct derivation of the probability density of arrival time for pulses with sharply rising edges is given for arbitrary noise. The results are applied to the Gaussian and Rice distributions. Comparison with the Cramer-Rao bound of estimation theory indicates the asymptotic optimality of adaptive thresholding for these two distributions.

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Document Details

Document Type
Technical Report
Publication Date
Oct 23, 1973
Accession Number
AD0769456

Entities

People

  • Don J. Torrieri

Organizations

  • United States Naval Research Laboratory

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Additives (Chemicals)
  • Amplitude
  • Bessel Functions
  • Change Detection
  • Crossings
  • Detectors
  • Distribution Functions
  • Gaussian Noise
  • Leading Edges
  • Markov Processes
  • Probability
  • Probability Density Functions
  • Probability Distribution Functions
  • Probability Distributions
  • Random Variables
  • Time Dependence
  • Time Intervals

Fields of Study

  • Engineering

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Statistical inference.