Detection of a Signal with Unknown Moments of Appearance and Disappearance

We consider the description of a signal with unknown moments of appearance and disappearance when the a priori probability distributions for the appearance moment and the signal length are not available. The adaptive Bayesian approach is used to derive simple recursive decision-making algorithms for finite and semifinite observation intervals, based on computation of one-dimensional Markovian sufficient statistics. The detection characteristics are determined. An algorithm that detects the appearance and disappearance of a signal is described.