The design of a sequential test for the detection of known signal in normal nonwhite noise.
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An examinaton of the design of a sequential test for signals in correlated normal noise. Both discrete and continuous time parameters are considered. The noise is assumed to be stationary in the continuous case, but not in the discrete case. Through the transformation of random variables, it is shown that the test of given strength that minimizes expected test length is Wald's sequential probability (likelihood) ratio test. 13 pp.
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