DocumentCode :
909115
Title :
On the best finite set of linear observables for discriminating two Gaussian signals
Author :
Kadota, T.T. ; Shepp, L.A.
Volume :
13
Issue :
2
fYear :
1967
fDate :
4/1/1967 12:00:00 AM
Firstpage :
278
Lastpage :
284
Abstract :
Consider the problem of discriminating two Gaussian signals by using only a finite number of linear observables. How to choose the set of n observables to minimize the error probability P_{e} , is a difficult problem. Because H , the Hellinger integral, and H^{2} form an upper and a lower bound for P_{e} , we minimize H instead. We find that the set of observables that minimizes H is a set of coefficients of the simultaneously orthogonal expansions of the two signals. The same set of observables maximizes the Hájek J -divergence as well.
Keywords :
Signal detection;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.1967.1054013
Filename :
1054013
Link To Document :
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