On the theory of random functions and the control of processes on the basis of incomplete data

by Albert Nikolaevich Shiriaev, Andrew S. Kozak, Ivan Selin


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A translation of a Russian paper on the sequential detection of signals with undnown parameters from a rigorous decision theory point of view. Solutions are given for the design and performance of optimum tests in a number of interesting cases, including both discrete and continuous observations. Of particular interest in radar operation is a solution for the sequential scanning of a radar beam through a number of positions in azimuth, when the true location of the desired target is unknown.

This report is part of the RAND Corporation Research memorandum series. The Research Memorandum was a product of the RAND Corporation from 1948 to 1973 that represented working papers meant to report current results of RAND research to appropriate audiences.

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