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JOURNALS // Problemy Peredachi Informatsii // Archive

Probl. Peredachi Inf., 2017 Volume 53, Issue 4, Pages 69–83 (Mi ppi2253)

This article is cited in 7 papers

Methods of Signal Processing

On one problem in multichannel signal detection

E. V. Burnaevab, G. K. Golubevac

a Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences, Moscow, Russia
b Skolkovo Institute of Science and Technology (Skoltech), Skolkovo, Russia
c CNRS, Aix-Marseille Université, I2M, UMR 7353, Marseille, France

Abstract: We consider a statistical problem of detecting a signal with unknown energy in a multichannel system, observed in a Gaussian noise. We assume that the signal can appear in the $k$th channel with a known small prior probability $\bar\pi_k$. Using noisy observations from all channels, we would like to detect whether the signal is presented in one of the channels or we observe pure noise. We describe and compare statistical properties of the maximum posterior probability test and optimal Bayes test. In particular, for these tests we obtain limiting distributions of test statistics and define sets of their undetectable signals.

UDC: 621.391.1+519.2

Received: 19.06.2017
Revised: 20.09.2017


 English version:
Problems of Information Transmission, 2017, 53:4, 368–380

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© Steklov Math. Inst. of RAS, 2025