On detection of Gaussian stochastic sequences

Marat V. Burnashev

On detection of Gaussian stochastic sequences

Information Theory 2018-02-23 v1 math.IT

Authors: Marat V. Burnashev

Abstract

The problem of minimax detection of Gaussian random signal vector in White Gaussian additive noise is considered. It is supposed that an unknown vector $\boldsymbol{\sigma}$ of the signal vector intensities belong to the given set ${\mathcal E}$ . It is investigated when it is possible to replace the set ${\mathcal E}$ by a smaller set ${\mathcal E}_{0}$ without loss of quality (and, in particular, to replace it by a single point $\boldsymbol{\sigma}_{0}$ ).

Keywords

gaussian estimation

Cite

@article{arxiv.1802.07940,
  title  = {On detection of Gaussian stochastic sequences},
  author = {Marat V. Burnashev},
  journal= {arXiv preprint arXiv:1802.07940},
  year   = {2018}
}