Simultaneous Detection and Estimation: The Use of Sufficient Statistics and Reproducing Probability Densities.
Abstract
The problem considered postualtes two mutually exclusive and exhaustive statistical hypotheses, under each of which the probability distribution on the observation space is known except for (conditional to) a finite-dimensional parameter. The parameters may or may not have common components, and are considered as random variables and assigned a priori probability density functions. It includes the standard signal-detection problem where either the signal, or the noise, or both, may contain uncertain parameters. (Modified author abstract)
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 01, 1973
- Accession Number
- AD0770176
Entities
People
- Jurgen O. Gobien
Organizations
- University of Michigan