Concerning one form of representation of the likelihood ratio logarithm for the discrimination of correlated Gaussian sequences
Abstract
A method is developed for representing the likelihood ratio logarithm that is based on a posteriori probability densities of instantaneous errors of optimal extrapolation. Formulas are presented for determining the a posteriori distributions of increments of this logarithm. Several examples of the application of this approach are discussed, including the discrimination of correlated sequences from uncorrelated ones, the detection of a determinate signal on a background of correlated noise, and the detection of a correlated signal on a background of uncorrelated noise.
- Publication:
-
Radiotekhnika i Elektronika
- Pub Date:
- April 1981
- Bibcode:
- 1981RaEl...26..762F
- Keywords:
-
- Communication Theory;
- Correlation Detection;
- Maximum Likelihood Estimates;
- Random Processes;
- Signal Detection;
- Error Analysis;
- Extrapolation;
- Logarithms;
- Communications and Radar