Intensity statistics of random signals in Gaussian noise

Intensity statistics of random signals in Gaussian noise.

The intensity statistics of random signals in the presence of Gaussian noise is obtained by considering the model of a random signal plus a random phasor sum. The additive Gaussian noise is shown to result in a Bessel transform of the probability density of signal intensity. The transformation of the intensity statistics can generally be applied to mixtures of independent random signals, one of...

Correlation Statistics of Gaussian Noise

In order to detect correlation of Gaussian signals, linear, rank, and sign correlation are developed. Magnitude of correlation coefficients, significance, and two-sided significance are computed and compared for each test. Programs are written as macro files, in c++, that are run in ROOT. Efficiencies of correlation tests are calculated resulting in a relative length equation, and methods of ac...

Limiting of signals in random noise

The effect of ideal bandpass limiting on a signal lying in narrowband Gaussian noise is analyzed. General analytic expressions for the limiter output components are derived using an integral representation for the limiter characteristic. This method allows retention of the phases of all the signals and the intermodulation products at the limiter output, which are destroyed in the characteristic...

Autoregressive Gaussian Random Vectors of First Order

On the Performance of “Improved” Energy Detector for Random Signals in Gaussian Noise

This article shows that the non-coherent detector for random signals which maximizes the generalized likelihood function is the same as the detector that maximizes the probability of correct detection at any specified false alarm probability by deriving the exact statistics for p Y (where Y is a Gaussian random variable and p is a positive real number) for the following two cases: (i) sample si...