Structural characterization of locally optimum detectors in terms of locally optimum estimators and correlators
- 1 November 1982
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 28 (6) , 924-932
- https://doi.org/10.1109/tit.1982.1056579
Abstract
Explicit formulas for locally (SNR\rightarrow 0)optimum (MMSE) signal estimators (smoother, filter, and predictor) for discrete-time observations of a random signal in additive random noise are derived and used to characterize the locally optimum (likelihood ratio) signal detector for on-off signaling. The characterizations are canonical (distribution-free) detector structures involving estimator-correlators. These structural characterizations provide new interpretations of known detectors for various special cases. If the one-step signal predictor is recursive and the noise is white (possibly non-Gaussian or nonstationary), there is a canonical structure that admits recursive computation. The primary motivation for these structural characterizations is to render the estimator-correlator design philosophy applicable for the purpose of simplifying implementations and enhancing adaptability. Unlike the known esfimator-correlator structural characterizations for continuous-time globally optimum detectors, the new characterizations apply for non-Gaussian as well as Gaussian noise, and the estimators are explicit rather than implicit.Keywords
This publication has 19 references indexed in Scilit:
- Detection of weak signals in narrowband non-Gaussian noiseIEEE Transactions on Information Theory, 1979
- Exact and approximate filtering in signal detection: An example (Corresp.)IEEE Transactions on Information Theory, 1977
- Optimum Reception in an Impulsive Interference Environment--Part I: Coherent DetectionIEEE Transactions on Communications, 1977
- Optimum Reception in an Impulsive Interference Environment--Part II: Incoherent ReceptionIEEE Transactions on Communications, 1977
- Likelihood ratios for sequential hypothesis testing on Markov sequencesIEEE Transactions on Information Theory, 1977
- The estimator-correlator for discrete-time problemsIEEE Transactions on Information Theory, 1977
- Martingales on Jump Processes. I: Representation ResultsSIAM Journal on Control, 1975
- The innovations approach to detection and estimation theoryProceedings of the IEEE, 1970
- Canonically optimum threshold detectionIEEE Transactions on Information Theory, 1966
- On the asmptotic efficiency of locally optimum detectorsIEEE Transactions on Information Theory, 1961