On the Convergence of Error Probabilities for Signal Detection.

Percy A. Pierre

Expert InsightsPublished 1969

Two established results for the error probabilities for detecting a signal in stationary Gaussian noise are shown to represent special cases of a more fundamental result obtained here. It is shown that if the data space increases monotonically to a limit space, then the corresponding detection error probabilities decrease monotonically to the limit detection error probability. For the case of a known signal in Gaussian noise, this result is equivalent to the statement that the variances of the log of the likelihood ratios converge. Since these variances can be expressed in many different ways, convergence results of a functional analytic nature are obtained as corollaries to the main result. 7 pp. Refs. (KB)

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  • Copyright: RAND Corporation
  • Availability: Web Only
  • Year: 1969
  • Document Number: P-4112

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Pierre, Percy A., On the Convergence of Error Probabilities for Signal Detection. Santa Monica, CA: RAND Corporation, 1969. https://www.rand.org/pubs/papers/P4112.html.
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