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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2008, Volume 11, Number 3, Pages 311–327
(Mi sjvm50)
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This article is cited in 1 scientific paper (total in 1 paper)
Optimal detection of a recurring tuple of reference fragments in a quasi-periodic sequence
A. V. Kel'manov, L. V. Mikhailova, S. A. Khamidullin Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Abstract:
The a posteriori (off-line) approach to solving the problem of maximum-likelihood detection of a recurring tuple containing reference fragments in a numerical quasi-periodic sequence is studied. The case is analyzed, where (1) the total number of fragments in a sequence is unknown; (2) the index of a sequence term corresponding to the beginning of a fragment is a deterministic (not random) value; (3) a sequence distorted by an additive uncorrelated Gaussian noise is available for observation. It is shown that the problem under consideration is reduced to testing a set of simple hypotheses about the mean of a random Gaussian vector. The cardinality of this totality exponentially grows as the vector dimension (i.e., the length of a sequence understudy) increases. It is established that the search for a maximum-likelihood hypothesis is equivalent to finding the arguments which yield a maximum for an auxiliary objective function. It is shown that maximizing this objective function is reduced to solving a special optimization problem. It is proven that this special problem is a polynomial-solvable one. The exact algorithm for solving this problem is substantiated, which underlies the algorithm for the optimal (maximum-likelihood) detection of the recurring tuple. The kernel of this algorithm is the algorithm for solution of a special (basic) optimization problem. The results of numerical simulation are presented.
Key words:
quasi-periodic sequence, a posteriori processing, recurring tuple of reference fragments, noise-proof maximum-likelihood detection, discrete optimization, efficient algorithm.
Received: 17.07.2007
Citation:
A. V. Kel'manov, L. V. Mikhailova, S. A. Khamidullin, “Optimal detection of a recurring tuple of reference fragments in a quasi-periodic sequence”, Sib. Zh. Vychisl. Mat., 11:3 (2008), 311–327; Num. Anal. Appl., 1:3 (2008), 255–268
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https://www.mathnet.ru/eng/sjvm50 https://www.mathnet.ru/eng/sjvm/v11/i3/p311
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Abstract page: | 291 | Full-text PDF : | 87 | References: | 45 | First page: | 3 |
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