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Minimax detection of Gaussian stochastic sequences (signals) with unknown covariance matrices is studied. For a fixed false alarm probability (1-st kind error probability), the performance of the minimax detection is being characterized by…

Information Theory · Computer Science 2021-04-14 M. V. Burnashev

The performance of Bayesian detection of Gaussian signals using noisy observations is investigated via the error exponent for the average error probability. Under unknown signal correlation structure or limited processing capability it is…

Information Theory · Computer Science 2009-11-11 Youngchul Sung , Lang Tong , H. Vincent Poor

This paper investigates symbol detection for single-carrier communication systems operating in the presence of additive interference with Nakagami-m statistics. Such interference departs from the assumptions underlying conventional…

Compressed sensing deals with the reconstruction of sparse signals using a small number of linear measurements. One of the main challenges in compressed sensing is to find the support of a sparse signal. In the literature, several bounds on…

Information Theory · Computer Science 2009-11-26 Ali Hormati , Amin Karbasi , Soheil Mohajer , Martin Vetterli

We consider the problem of detecting (testing) Gaussian stochastic sequences (signals) with imprecisely known means and covariance matrices. The alternative is independent identically distributed zero-mean Gaussian random variables with…

Information Theory · Computer Science 2023-02-28 Marat V. Burnashev

The problem of detecting a wide-sense stationary Gaussian signal process embedded in white Gaussian noise, where the power spectral density of the signal process exhibits uncertainty, is investigated. The performance of minimax robust…

Information Theory · Computer Science 2010-05-03 Wenyi Zhang , H. Vincent Poor

Asymptotic expressions of the mutual information between any discrete input and the corresponding output of the scalar additive white Gaussian noise channel are presented in the limit as the signal-to-noise ratio (SNR) tends to infinity.…

Information Theory · Computer Science 2014-04-23 Alex Alvarado , Fredrik Brannstrom , Erik Agrell , Tobias Koch

We consider the problem of testing for the presence (or detection) of an unknown sparse signal in additive white noise. Given a fixed measurement budget, much smaller than the dimension of the signal, we consider the general problem of…

Information Theory · Computer Science 2015-03-19 Ramin Zahedi , Ali Pezeshki , Edwin K. P. Chong

New problems arise when the standard theory of joint detection and estimation is applied to a set of signals drawn from a continuous family; decision thresholds must be determined as a function of the continuous parameter x characterizing…

Statistics Theory · Mathematics 2014-07-17 D. Michael Milder , Robert G. Lindgren , Morris M. Berman

Compressed sensing typically deals with the estimation of a system input from its noise-corrupted linear measurements, where the number of measurements is smaller than the number of input components. The performance of the estimation…

Information Theory · Computer Science 2016-11-17 Jin Tan , Danielle Carmon , Dror Baron

Most compressed sensing algorithms do not account for the effect of saturation in noisy compressed measurements, though saturation is an important consequence of the limited dynamic range of existing sensors. The few algorithms that handle…

Machine Learning · Computer Science 2021-02-09 Shuvayan Banerjee , Radhe Srivastava , Ajit Rajwade

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…

Information Theory · Computer Science 2018-02-23 Marat V. Burnashev

This paper addresses the detection of a low rank high-dimensional tensor corrupted by an additive complex Gaussian noise. In the asymptotic regime where all the dimensions of the tensor converge towards $+\infty$ at the same rate, existing…

Signal Processing · Electrical Eng. & Systems 2018-02-21 Antoine Chevreuil , Philippe Loubaton

We consider a two sensor distributed detection system transmitting a binary non-uniform source over a Gaussian multiple access channel (MAC). We model the network via binary sensors whose outputs are generated by binary symmetric channels…

Information Theory · Computer Science 2024-02-12 Luca Sardellitti , Glen Takahara , Fady Alajaji

Stochastic orders are binary relations defined on probability distributions which capture intuitive notions like being larger or being more variable. This paper introduces stochastic ordering of instantaneous SNRs of fading channels as a…

Information Theory · Computer Science 2016-11-17 Cihan Tepedelenlioglu , Adithya Rajan , Yuan Zhang

We consider problem of signal detection in Gaussian white noise. Test statistics are linear combinations of squares of estimators of Fourier coefficients or $\mathbb{L}_2$-norms of kernel estimators. We point out necessary and sufficient…

Statistics Theory · Mathematics 2022-07-21 Mikhail Ermakov

This paper formulates and solves a sequential detection problem that involves the mutual information (stochastic observability) of a Gaussian process observed in noise with missing measurements. The main result is that the optimal decision…

Optimization and Control · Mathematics 2015-05-30 Vikram Krishnamurthy , Robert Bitmead , Michel Gevers , Erik Miehling

Motivated by a recent surge of interest in convex optimization techniques, convexity/concavity properties of error rates of the maximum likelihood detector operating in the AWGN channel are studied and extended to frequency-flat slow-fading…

Information Theory · Computer Science 2016-11-17 Sergey Loyka , Victoria Kostina , Francois Gagnon

We consider the problem of parameter estimation by the observations of deterministic signal in white gaussian noise. It is supposed that the signal has a singularity of cusp-type. The properties of the maximum likelihood and bayesian…

Statistics Theory · Mathematics 2015-09-10 Oleg Chernoyarov , Serguei Dachian , Yury Kutoyants

Consider the problem of detecting one of M i.i.d. Gaussian signals corrupted in white Gaussian noise. Conventionally, matched filters are used for detection. We first show that the outputs of the matched filter form a set of asymptotically…

Information Theory · Computer Science 2020-08-19 Jiachun Pan , Yonglong Li , Vincent Y. F. Tan , Yonina C. Eldar
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