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Detection in incompletely characterized colored non-Gaussian noise via parametric modeling

机译:通过参数建模检测特征不完整的有色非高斯噪声

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摘要

The problem of detecting a weak signal known except for amplitude in incompletely characterized colored non-Gaussian noise is addressed. The problem is formulated as a test of composite hypotheses, using parameteric models for the statistical behavior of the noise. A generalized likelihood ratio test (GLRT) is employed. It is shown that for a symmetric noise probability density function the detection performance is asymptotically equivalent to that obtained for a similar detector designed with a priori knowledge of the noise parameters. Non-Gaussian distributions are found to be more favorable for the purpose of detection than the Gaussian distribution. The computational burden of the GLRT may be partially reduced by employing a Rao efficient score test which shares all the nice asymptotic properties of the GLRT for small signal amplitudes. Computer simulations of the performance of the Rao detector support the theoretical results.
机译:解决了在不完全表征的有色非高斯噪声中检测幅度以外的已知弱信号的问题。使用参数模型对噪声的统计行为,将该问题公式化为对复合假设的检验。采用广义似然比检验(GLRT)。结果表明,对于对称的噪声概率密度函数,其检测性能渐近等效于采用噪声参数的先验知识设计的类似检测器所获得的检测性能。发现非高斯分布比高斯分布更有利于检测。 GLRT的计算负担可以通过采用Rao有效得分测试来部分减轻,该测试共享GLRT的所有良好渐近特性(对于小信号幅度)。 Rao检测器性能的计算机模拟支持理论结果。

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