STRICT ANALYSIS OF ALGORITHMS FOR DETECTION OF SIGNALS OF UNKNOWN DURATION

摘要

The paper presents a strict expression for quality indices of asymptotically optimal algorithms for detection of signals with unknown duration. The expression is based on distribution of the absolute maximum of the process differentiable in the mean square representation. To do this, a well-known expression for distribution of the absolute maximum of a stationary process was extended to nonstationary processes differentiable in the mean square terms. The new expression is a solution to the first-order differential equation.