We synthesize an algorithm for detecting a Gaussian stochastic signal and an algorithm for estimating its unknown appearance and disappearance times using the maximum-likelihood method. Asymptotic expressions for the detection and estimation characteristics are found. The applicability limits for these expressions are established by computer-aided statistical simulation of the algorithms.
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Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 51, No. 8, pp. 717–729, August 2008.
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Trifonov, A.P., Zakharov, A.V. Reception of a stochastic signal with unknown appearance and disappearance times. Radiophys Quantum El 51, 649–660 (2008). https://doi.org/10.1007/s11141-008-9059-x
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DOI: https://doi.org/10.1007/s11141-008-9059-x