Title :
A sharp upper bound for the probability of error of the likelihood ratio test for detecting signals in white Gaussian noise
Author :
Pastor, Dominique ; Gay, Roger ; Groenenboom, Albert
Author_Institution :
Hollandse Signaalapparaten, Thales Nederland, Hengelo, Netherlands
fDate :
1/1/2002 12:00:00 AM
Abstract :
A new sharp upper bound for the probability of error of the likelihood ratio test is given for the detection in white Gaussian noise of any random vector whose norm is greater than, or equal to, a given value and whose probability of presence is less than, or equal to, one half. Also, a new test for the detection of such vectors is described. This test does not depend on the distribution of the signal vector but nevertheless its probability of error is less than, or equal to, the given upper bound
Keywords :
Gaussian noise; error statistics; signal detection; white noise; binary hypothesis testing; error probability; likelihood ratio test; measurement theory; minimum probability of error; random vector; sharp upper bound; signal detection; spherically invariant noise; white Gaussian noise; Additive noise; Gaussian distribution; Gaussian noise; Minimax techniques; Radar detection; Robustness; Signal detection; Testing; Uncertainty; Upper bound;
Journal_Title :
Information Theory, IEEE Transactions on
