Wald Sequential Detection with Non-Gaussian Pulsed Radar Data Using the Zakai Equation

Abstract

The 'optimal' Wald sequential hypothesis test for diffusion signals is presented. The result is a threshold test with explicitly computable thresholds. Five possible schemes for a numerical implementation of the test are given. A comparison of the different implementations and analysis of the detectors performance is done for the radar problem of ship versus chaff target discrimination using lognormal and Rayleigh models respectively. Parameter estimation for the lognormal and Rayleigh cases is also studied. Finally, a signal estimation scheme is presented utilizing the conditional expectation of the signal computed from the conditional density of the underlying state, which is the solution to the Zakai equation. (jes)

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Document Details

Document Type
Technical Report
Publication Date
Jul 20, 1990
Accession Number
ADA224056

Entities

People

  • S. P. Rodriquez

Organizations

  • United States Naval Research Laboratory

Tags

Communities of Interest

  • C4I
  • Energy and Power Technologies
  • Ground and Sea Platforms
  • Human Systems

DTIC Thesaurus Topics

  • Computational Complexity
  • Computational Fluid Dynamics
  • Computational Science
  • Detection
  • Detectors
  • Differential Equations
  • Equations
  • Estimators
  • Exponential Functions
  • Partial Differential Equations
  • Power
  • Probability
  • Radar
  • Scattering
  • Simulations
  • Statistics
  • Stochastic Processes

Readers

  • Calculus or Mathematical Analysis
  • Radar Systems Engineering.
  • Statistical inference.