DocumentCode :
911892
Title :
On the deflection of a quadratic-linear test statistic
Author :
Baker, Charles R.
Volume :
15
Issue :
1
fYear :
1969
fDate :
1/1/1969 12:00:00 AM
Firstpage :
16
Lastpage :
21
Abstract :
The deflection of a bounded quadratic-linear test statistic is considered for the following binary detection problem. Hypothesis H_{1} --received waveform is a sample function from a random process with known covariance and mean functions, but unknown probability distributions, versus H_{2} --received waveform is a sample function from a Gaussian process (noise) having known covariance and mean functions. Sample functions are assumed to belong to a real and separable Hilbert space. The test statistic is assumed to be the sum of a bounded quadratic operation and a bounded linear operation on the data. Necessary and sufficient conditions for the deflection to be bounded over all non-null bounded quadratic-linear operations are given, and additional results are obtained under the assumption that the deflection is bounded. Several relations are shown to exist between the deflection problem and the optimum discrimination problem when both processes are Gaussian. In particular, it is shown that nonsingular discrimination occurs if and only if a generalized deflection is bounded, and that in some cases the problem of realizing the log-likelihood ratio is equivalent to the problem of attaining the least upper bound for the deflection.
Keywords :
Signal detection; Gaussian noise; Gaussian processes; Hilbert space; Probability distribution; Random processes; Statistical analysis; Statistical distributions; Sufficient conditions; Testing; Upper bound;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.1969.1054267
Filename :
1054267
Link To Document :
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