DocumentCode
3062066
Title
Stability in detection of signals in noise
Author
Kelly, P. ; Root, W.L.
Author_Institution
The University of Michigan, Ann Arbor, Michigan
fYear
1984
fDate
12-14 Dec. 1984
Firstpage
1436
Lastpage
1443
Abstract
The topic of the paper is stable, or robust, detection of deterministic signals in noise, or the estimation of their amplitudes. The space of observations is an L2-space and the detectors or estimators are linear. For the case of one nominally known signal in nominally Gaussian noise, it is allowed that the actual underlying probability measure lies anywhere within distance ?? of the nominal measure in the Prokhorov metric. An optimization problem is formulated and solved; its solution is a most stable detector according to a reasonable criterion for optimality for the class of perturbations mentioned. For the case of several nominally known signals in nominally known noise, the problem is recast as estimation of signal amplitudes. An optimization problem, similar to that for the one-signal case, is formulated and solved. The solution is a most stable estimator, by a criterion justified now only in an L2-context, without reference to probability measures.
Keywords
Signal detection; Stability; Zinc;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1984. The 23rd IEEE Conference on
Conference_Location
Las Vegas, Nevada, USA
Type
conf
DOI
10.1109/CDC.1984.272273
Filename
4048133
Link To Document