A new look at the Magill adaptive filter as a practical means of multiple hypothesis testing

The Magill adaptive filter can be used to detect known signals in the presence of Gauss-Markov noise. In this application, the various hypotheses are accounted for outside the bank of Kalman filters, and thus all filters have the same gains and error covariances. This commonality makes it feasible to use the Magill scheme in large-scale multiple-hypothesis testing applications.