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Joint PDF Construction for Sensor Fusion and Distributed Detection
RHODE ISLAND UNIV KINGSTON DEPT OF ELECTRICAL AND COMPUTER ENGINEERING
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A novel method of constructing a joint probability density function PDF under Hsub 1, when the joint PDF under Hsub 0 is known, is developed. It has direct application in distributed detection systems. The construction is based on the exponential family, and it is shown that asymptotically the constructed PDF is optimal. The generalized likelihood ratio test GLRT is derived based on this method for the partially observed linear model. Interestingly, the test statistic is equivalent to the clairvoyant GLRT, which uses the true PDF under Hsub 1, even if the noise is nonGaussian.
APPROVED FOR PUBLIC RELEASE