signal detection and estimation

[...]... 532 Chapter 10 Detection and Parameter Estimation 10.1 Introduction 10.2 Binary Detection 10.2.1 Simple Binary Detection 10.2.2 General Binary Detection 10.3 M-ary Detection 10.3.1 Correlation Receiver 10.3.2 Matched Filter Receiver 10.4 Linear Estimation 10.4.1 ML Estimation 10.4.2 MAP Estimation 10.5 Nonlinear Estimation 10.5.1 ML Estimation 10.5.2 MAP Estimation 10.6 General Binary Detection with... graduate course on Signal Detection and Estimation, ” the material to cover should be: Chapter 5 Statistical Decision Theory Chapter 6 Parameter Estimation Chapter 8 Representation of Signals Chapter 9 The General Gaussian Problem Chapter 10 Detection and Parameter Estimation and perhaps part of Chapter 7 on filtering The book can also be used in a twosemester course on Signal Detection and Estimation covering... Probability Concepts Distributions Random Processes Discrete-Time Random Process xv xvi Signal Detection and Estimation and part of Chapter 7 on filtering, while Chapters 5, 6, 8, and 9 can be covered in the course on Signal Detection and Estimation in the second semester The different distributions, which are many, can be discussed on a selective basis Chapters 3 and 4, and part of Chapter 7 on filtering,... Mean 9.4.1 Uncorrelated Signal Components and Equal Variances 9.4.2 Uncorrelated Signal Components and Unequal Variances 9.5 Same Mean and Symmetric Hypotheses 9.5.1 Uncorrelated Signal Components and Equal Variances 9.5.2 Uncorrelated Signal Components and Unequal Variances 9.6 Summary Problems 503 503 503 505 508 511 518 519 522 524 526 528 529 530 xii Signal Detection and Estimation Reference Selected... ∅ and one universal set U, such that A Υ ∅ = A and A Ι U = A for any A Signal Detection and Estimation 6 3 4 5 Commutative laws: A Υ B = B Υ A and A Ι B = B Ι A Associative laws: ( A Υ B ) Υ C = A Υ (B Υ C ) and ( A Ι B ) Ι C = A Ι (B Ι C ) Distributive laws: A Υ (B Ι C ) = ( A Υ B ) Ι ( A Υ C ) and A Ι (B Υ C ) = ( A Ι B ) Υ ( A Ι C ) 6 A Υ A = U and A Ι A = ∅ 7 De Morgan’s laws: A Υ B = A Ι B and. .. Distributed CFAR Detection 12.1 Introduction 12.2 Distributed CA-CFAR Detection 12.3 Further Results 12.4 Summary References 665 665 666 670 671 672 Appendix 675 About the Author 683 Index 685 Preface This book provides an overview and introduction to signal detection and estimation The book contains numerous examples solved in detail Since some material on signal detection could be very complex and require... Processes.” Chapters 11 and 12 are applications of some aspects of signal detection and estimation, and hence they can be presented in a short graduate course, or in a course of special topics The chapters on probability theory, random variables, and stochastic processes contain numerous examples solved in detail, and hence they can be used for undergraduate courses In this case, Chapter 1 and part of Chapter... this case: Chapters 5 to 8 for the first semester and then Chapters 9 to 12 for the second semester Many graduate courses on the above concepts are given in two separate courses; one on probability theory and random processes, and one on signal detection and estimation In this case, for the first graduate course on “Probability Theory, Random Variables, and Stochastic Processes,” one may cover: Chapter... math, a chapter and various sections to cover such background are included, so that one can easily understand the intended material Probability theory and stochastic processes are prerequisites to the fundamentals of signal detection and parameter estimation Consequently, Chapters 1, 2, and 3 carefully cover these topics Chapter 2 covers the different distributions that may arise in radar and communication... Estimation 10.5.2 MAP Estimation 10.6 General Binary Detection with Unwanted Parameters 10.6.1 Signals with Random Phase 10.6.2 Signals with Random Phase and Amplitude 10.6.3 Signals with Random Parameters 10.7 Binary Detection in Colored Noise 10.7.1 Karhunen-Loève Expansion Approach 10.7.2 Whitening Approach 10.7.3 Detection Performance 10.8 Summary Problems Reference Selected Bibliography 533 533 534 534 . Components and Unequal Variances 528 9.6 Summary 529 Problems 530 Signal Detection and Estimation x ii Reference 532 Selected Bibliography 532 Chapter 10 Detection and Parameter Estimation. Unwanted Parameters 580 10.6.1 Signals with Random Phase 583 10.6.2 Signals with Random Phase and Amplitude 595 10.6.3 Signals with Random Parameters 598 10.7 Binary Detection in Colored Noise. an overview and introduction to signal detection and estimation. The book contains numerous examples solved in detail. Since some material on signal detection could be very complex and require