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Problemy Peredachi Informatsii, 2017, Volume 53, Issue 4, Pages 69–83
(Mi ppi2253)
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This article is cited in 7 scientific papers (total in 7 papers)
Methods of Signal Processing
On one problem in multichannel signal detection
E. V. Burnaevab, G. K. Golubevac a Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences, Moscow, Russia
b Skolkovo Institute of Science and Technology (Skoltech), Skolkovo, Russia
c CNRS, Aix-Marseille Université, I2M, UMR 7353, Marseille, France
Abstract:
We consider a statistical problem of detecting a signal with unknown energy in a multichannel system, observed in a Gaussian noise. We assume that the signal can appear in the $k$th channel with a known small prior probability $\bar\pi_k$. Using noisy observations from all channels, we would like to detect whether the signal is presented in one of the channels or we observe pure noise. We describe and compare statistical properties of the maximum posterior probability test and optimal Bayes test. In particular, for these tests we obtain limiting distributions of test statistics and define sets of their undetectable signals.
Received: 19.06.2017 Revised: 20.09.2017
Citation:
E. V. Burnaev, G. K. Golubev, “On one problem in multichannel signal detection”, Probl. Peredachi Inf., 53:4 (2017), 69–83; Problems Inform. Transmission, 53:4 (2017), 368–380
Linking options:
https://www.mathnet.ru/eng/ppi2253 https://www.mathnet.ru/eng/ppi/v53/i4/p69
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Abstract page: | 245 | Full-text PDF : | 42 | References: | 30 | First page: | 20 |
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