On Minimax Robust Detection of Stationary Gaussian Signals in White Gaussian Noise
نویسندگان
چکیده
منابع مشابه
Compressive detection of sparse signals in additive white Gaussian noise without signal reconstruction
The main motivation behind compressive sensing is to reduce the sampling rate at the input of a digital signal processing system. However, if for processing the sensed signal one requires to reconstruct the corresponding Nyquist samples, then the data rate will be again high in the processing stages of the overall system. Therefore, it is preferred that the desired processing task is done direc...
متن کاملGeneralized free Gaussian white noise
Based on an adequate new Gel’fand triple, we construct the infinite dimensional free Gaussian white noise measure μ using the Bochner-Minlos theorem. Next, we give the chaos decomposition of an L2 space with respect to the measure μ .
متن کاملRobust Detection of Fading Narrow-band Signals in Non-gaussian Noise
Continued With uncertainty taken directly on the noise samples, we develop an estimation-detection theoretic approach: the detection statistic preserves the structure of the quadrature matched filter, but in place of the linear sample mean, a minimax robust estimator of the random amplitude is substituted. This test is shown to be asymptotically maximin optimal (in the sense of Huber) for a wid...
متن کاملDevelopment of Nonlinear Lattice-Hammerstein Filters for Gaussian Signals
In this paper, the nonlinear lattice-Hammerstein filter and its properties are derived. It is shown that the error signals are orthogonal to the input signal and also backward errors of different stages are orthogonal to each other. Numerical results confirm all the theoretical properties of the lattice-Hammerstein structure.
متن کاملStationary Sources over Linear Gaussian Noise Channels
We consider a linear Gaussian noise channel used with delayed feedback. The channel noise is assumed to be an ARMA (autoregressive and/or moving average) process. We reformulate the Gaussian noise channel into an intersymbol interference channel with white noise, and show that the delayed-feedback of the original channel is equivalent to the instantaneous-feedback of the derived channel. By gen...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 2011
ISSN: 0018-9448,1557-9654
DOI: 10.1109/tit.2011.2136210