Detection of stochastic processes
- 1 October 1998
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 44 (6) , 2230-2231
- https://doi.org/10.1109/18.720538
Abstract
This paper reviews two streams of development, from the 1940's to the present, in signal detection theory: the structure of the likelihood ratio for detecting signals in noise and the role of dynamic optimization in detection problems involving either very large signal sets or the joint optimization of observation time and performance. This treatment deals exclusively with basic results developed for the situation in which the observations are modeled as continuous-time stochastic processes. The mathematics and intuition behind such developments as the matched filter, the RAKE receiver, the estimator-correlator, maximum-likelihood sequence detectors, multiuser detectors, sequential probability ratio tests, and cumulative-sum quickest detectors, are described.Keywords
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