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JOURNALS // Upravlenie Bol'shimi Sistemami // Archive

UBS, 2012 Issue 37, Pages 63–83 (Mi ubs594)

This article is cited in 2 papers

Mathematical Control Theory

Applying order statistic to detection problems

I. M. Rud'ko

Institute of Control Sciences of RAS

Abstract: The concept of truncated order statistic is introduced. Analytical expressions are derived for the mean value and the variance of truncated order statistic for a threshold determined by the number of the variation series member. The algorithm of noisy signal detection is developed for detection systems, which employ the algorithm of statistical hypotheses testing and energy criterion of detection. The algorithm uses statistical characteristics of the order statistic.

Keywords: order statistics, statistical hypotheses testing, detection systems, probabilities of detection and false emergence, mathematical modeling.

UDC: 621.396
BBK: 22.172


 English version:
Automation and Remote Control, 2014, 75:1, 152–166

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© Steklov Math. Inst. of RAS, 2025