Sequential Method of Detecting Signals of Random Shape with Simultaneous Estimation of Parameters

The article considers the problem of detecting signals of random shape with simultaneous estimation of their informative parameters. A sequential decision procedure is set up which guarantees specified probabilities of correct classification, for some class of signals under conditions of nonparametric a priori indeterminacy, and makes it possible to set up a confidence interval of fixed width for the informative parameters with specified confidence coefficient.