THE DESIGN OF A SEQUENTIAL TEST FOR THE DETECTION OF KNOW SIGNAL IN NORMAL NON-WHITE NOISE

This paper considers the design of a sequential test for signals in correlated normal noise. Both discrete and continuous time parameters are considered. The noise is assumed to be stationary in the continuous case, but not in the discrete case. Through the transformation of random variables, it is...

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Bibliographic Details
Main Author: Selin,Ivan
Format: Report
Language:English
Subjects:
DEMODULATION
EQUATIONS
INFORMATION THEORY
MATHEMATICAL ANALYSIS
PROBABILITY
SAMPLING
SEQUENTIAL ANALYSIS
SIGNALS
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Summary:This paper considers the design of a sequential test for signals in correlated normal noise. Both discrete and continuous time parameters are considered. The noise is assumed to be stationary in the continuous case, but not in the discrete case. Through the transformation of random variables, it is shown that the test of given strength which minimizes expected test length is Wald's sequential probability (likelihood) ratio test. (Author) Legibility of this document is in part unsatisfactory. Reproduction has been made from best available copy.