Accession Number:

AD0606328

Title:

THE DESIGN OF A SEQUENTIAL TEST FOR THE DETECTION OF KNOW SIGNAL IN NORMAL NON-WHITE NOISE,

Descriptive Note:

Corporate Author:

RAND CORP SANTA MONICA CALIF

Personal Author(s):

Report Date:

1961-11-01

Pagination or Media Count:

14.0

Abstract:

This paper considers 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 which minimizes expected test length is Walds sequential probability likelihood ratio test. Author

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Distribution Statement:

APPROVED FOR PUBLIC RELEASE