Singular Non-Gaussian Measures in Detection and Estimation Theory.

Percy A. Pierre

Expert InsightsPublished 1968

A presentation of various sufficient conditions for singular (error-free) signal detection and estimation. For the case of a known signal, second moment conditions are given which imply singularity of detection in the most general kind of noise. For the case of random signals, no such general result exists. If the signal is a known function of some random parameter that has a discrete distribution, or if the noise n(t) is Gaussian, then detection is singular. Finally, if n(t) is wide sense stationary, if the signal is the sum of randomly spaced Fourier transformable signals, and if certain moment conditions are satisfied, then one can not only singularly detect the signal but can also singularly estimate the unknown parameters of the signal--at least when n(t) is Gaussian. 29 pp. Refs. (Author)

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  • Copyright: RAND Corporation
  • Availability: Web Only
  • Year: 1968
  • Document Number: P-3954

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Pierre, Percy A., Singular Non-Gaussian Measures in Detection and Estimation Theory. Santa Monica, CA: RAND Corporation, 1968. https://www.rand.org/pubs/papers/P3954.html.
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