On detection of Gaussian stochastic sequences

2018/02/22 by Burnashev, Marat V.
#FOS: Computer and information sciences #Information Theory (cs.IT)

paper · doi:10.48550/arxiv.1802.07940

Abstract

The problem of minimax detection of Gaussian random signal vector in White Gaussian additive noise is considered. It is supposed that an unknown vector \boldsymbolσ of the signal vector intensities belong to the given set \mathcal E. It is investigated when it is possible to replace the set \mathcal E by a smaller set \mathcal E₀ without loss of quality (and, in particular, to replace it by a single point \boldsymbolσ₀).

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