Abstract
The problem of optimal detection (discrimination) of signals with random discontinuous parameter changes in discrete time is examined. A recursion algorithm for calculation of the likelihood ratio in real time is obtained. As an example, the problem of optimal detection of a rectangular pulse signal with a random time of appearance, duration, and amplitude is solved. Computer simulation results are presented.
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Additional information
Nizhni Novgorod State University. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 35, Nos. 11–12, pp. 938–951, November–December, 1992.
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Mal'tsev, A.A., Silaev, A.M. Optimal detection of discontinuous changes of signal parameters in discrete time. Radiophys Quantum Electron 35, 601–609 (1992). https://doi.org/10.1007/BF01046655
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DOI: https://doi.org/10.1007/BF01046655