Combination of the dependent channels of the detection of a random signal on a background of noise with an unknown correlation matrix
Abstract
Attention is given to the problem of the detection of a random signal on a background of random noise in the case of unknown correlation matrices of signal and noise. Optimal invariant rules are obtained for the combination of the detection channels with a fixed probability of false alarm. The characteristics of these rules and of the Hotelling test are examined.
- Publication:
-
Radiotekhnika i Elektronika
- Pub Date:
- March 1983
- Bibcode:
- 1983RaEl...28..501Z
- Keywords:
-
- Background Noise;
- Correlation Detection;
- Random Signals;
- Signal Detection;
- Decision Theory;
- Matrices (Mathematics);
- Optimization;
- Communications and Radar