Accession Number:

AD0689153

Title:

ON THE CONVERGENCE OF ERROR PROBABILITIES FOR SIGNAL DETECTION,

Descriptive Note:

Corporate Author:

RAND CORP SANTA MONICA CALIF

Personal Author(s):

Report Date:

1969-06-01

Pagination or Media Count:

8.0

Abstract:

In Kelley, Reed, and Root 1960, it was shown that if the log of the likelihood ratio for detecting a signal in stationary Gaussian noise is phi sub T when the data is zt, t epsilon -T,T and phi when the data is zt, t epsilon minus infinity, infinity, then Var phi sub T increases monotonically to Varphi as T approaches infinity. Recently, this result was extended to vector-valued stationary noise processes by Salehi 1968. In each case the purpose was to show that the probability of error for t epsilon -T,T converges to the probability of error for t epsilon minus infinity, infinity. The purpose of this paper is to show that both of the results above are but special cases of a more fundamental result to be given here. Author

Subject Categories:

  • Cybernetics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE