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On Detection of Gaussian Stochastic Sequences

  • Methods of Signal Processing
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Abstract

We consider the minimax detection problem for a Gaussian random signal vector in white Gaussian additive noise. It is assumed that an unknown vector σ of signal vector intensities belongs to a given set ε. We investigate when it is possible to replace the set ε with a smaller set ε0 without loss of quality (and, in particular, replace it with a single point σ0).

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Authors and Affiliations

  1. Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences, Moscow, Russia

    M. V. Burnashev

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  1. M. V. Burnashev
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Correspondence to M. V. Burnashev.

Additional information

Original Russian Text © M.V. Burnashev, 2017, published in Problemy Peredachi Informatsii, 2017, Vol. 53, No. 4, pp. 49–68.

The research was carried out at the Institute for Information Transmission Problems of the Russian Academy of Sciences at the expense of the Russian Science Foundation, project no. 14-50-00150.

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Burnashev, M.V. On Detection of Gaussian Stochastic Sequences. Probl Inf Transm 53, 349–367 (2017). https://doi.org/10.1134/S0032946017040044

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  • DOI: https://doi.org/10.1134/S0032946017040044

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