Asymptotic Properties of Schweppe’s Likelihood Ratio Detector
نویسندگان
چکیده
We consider discrete-time detection with dynamical modeling, where the data generating processes are represented through state-variable techniques. Given the modeling above, one computationally effective method of calculating the likelihood ratio functions is due to Schweppe. In this paper, we study the asymptotic properties of Schweppe’s likelihood ratio detector, and evaluate the power probability within a Bayesian framework.
منابع مشابه
Simulation-Based Radar Detection Methods
In this paper, radar detection based on Monte Carlo sampling is studied. Two detectors based on Importance Sampling are presented. In these detectors, called Particle Detector, the approximated likelihood ratio is calculated by Monte Carlo sampling. In the first detector, the unknown parameters are first estimated and are substituted in the likelihood ratio (like 
the GLRT method). In the s...
متن کاملSimulation-Based Radar Detection Methods
In this paper, radar detection based on Monte Carlo sampling is studied. Two detectors based on Importance Sampling are presented. In these detectors, called Particle Detector, the approximated likelihood ratio is calculated by Monte Carlo sampling. In the first detector, the unknown parameters are first estimated and are substituted in the likelihood ratio (like the GLRT method). In the sec...
متن کاملEstimation of Parameters for an Extended Generalized Half Logistic Distribution Based on Complete and Censored Data
This paper considers an Extended Generalized Half Logistic distribution. We derive some properties of this distribution and then we discuss estimation of the distribution parameters by the methods of moments, maximum likelihood and the new method of minimum spacing distance estimator based on complete data. Also, maximum likelihood equations for estimating the parameters based on Type-I and Typ...
متن کاملAsymptotic Efficiency of a Blind Maximum Likelihood Sequence Detector
We consider the performance of blind maximum likelihood sequence detection (MLSD) when the recursive leastsquares (RLS) algorithm is used to update channel estimates. We employ asymptotic efficiency analysis to characterize the performance of the detector as the signal-to-noise ratio (SNR) approaches infinity. Asymptotic efficiency analysis allows us to quantify the loss in performance due to t...
متن کاملAsymptotic Efficiencies of the MLE Based on Bivariate Record Values from Bivariate Normal Distribution
Abstract. Maximum likelihood (ML) estimation based on bivariate record data is considered as the general inference problem. Assume that the process of observing k records is repeated m times, independently. The asymptotic properties including consistency and asymptotic normality of the Maximum Likelihood (ML) estimates of parameters of the underlying distribution is then established, when m is ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 1992