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detection & estimation chp-4

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Ufuk Tamer
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3 views

detection & estimation chp-4

Uploaded by

Ufuk Tamer
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Contents

1 Introduction 1

1.1 Topical Outline 1


1.2 Possible Approaches 12
1.3 Organization 15

2 Classical Detection and Estimation Theory 19

2.1 Introduction 19
2.2 Simple Binary Hypothesis Tests 23
Decision Criteria. Performance: Receiver Operating Charac-
teristic.
2.3 M Hypotheses 46
2.4 Estimation Theory 52
Random Parameters: Bayes Estimation. Real (Nonrandom)
Parameter Estimation. Multiple Parameter Estimation. Sum-
mary of Estimation Theory.
2.5 Composite Hypotheses 86
2.6 The General Gaussian Problem 96
Equal Covariance Matrices. Equal Mean Vectors. Summary.
2.7 Performance Bounds and Approximations 116
2.8 Summary 133
2.9 Problems 133
References 163
xiii
xiv Contents

3 Representations of Random Processes 166

3.1 Introduction 166


3.2 Deterministic Functions : Orthogonal Representations 169
3.3 Random Process Characterization 174
Random Processes: Conventional Characterizations. Series
Representation of Sample Functions of Random Processes.
Gaussian Processes.
3.4 Homogeneous Integral Equations and Eigenfunctions 186
Rational Spectra. Bandlimited Spectra. Nonstationary
Processes. White Noise Processes. The Optimum Linear
Filter. Properties of Eigenfunctions and Eigenvalues.
3.5 Periodic Processes 209
3.6 Infinite Time Interval : Spectral Decomposition 212
Spectral Decomposition. An Application of Spectral Decom-
position: MAP Estimation of a Gaussian Process.
3.7 Vector Random Processes 220
3.8 Summary 224
3.9 Problems 226
References 237

4 Detection of Signals-Estimation of Signal


Parameters 239

4.1 Introduction 239


Models. Format.
4.2 Detection and Estimation in White Gaussian Noise 246
Detection of Signalsin Additive White Gaussian Noise. Linear
Estimation. Nonlinear Estimation. Summary: Known Signals
in White Gaussian Noise.
4.3 Detection and Estimation in Nonwhite Gaussian Noise 287
“Whitening” Approach. A Direct Derivation Using the
Karhunen-Loeve Expansion. A Direct Derivation with a
Sufficient Statistic. Detection Performance. Estimation.
Solution Techniques for Integral Equations. Sensitivity.
Known Linear Channels.
Contents xv

4.4 Signals with Unwanted Parameters : The Composite Hypo-


thesis Problem 333
Random Phase Angles. Random Amplitude and Phase.
4.5 Multiple Channels 366
Formulation. Application.
4.6 Multiple Parameter Estimation 370
Additive White Gaussian Noise Channel. Extensions.
4.7 Summary and Omissions 374
Summary. Topics Omitted.
4.8 Problems 377
References 418

5 Estimation of Continuous Waveforms 423

5.1 Introduction 42 3
5.2 Derivation of Estimator Equations 426
No-Memory Modulation Systems. Modulation Systems with
Memory.
5.3 A Lower Bound on the Mean-Square Estimation Error 437
5.4 Multidimensional Waveform Estimation 446
Examples of Multidimensional Problems. Problem Formula-
tion, Derivation of Estimator Equations. Lower Bound on
the Error Matrix. Colored Noise Estimation.
5.5 Nonrandom Waveform Estimation 456
5.6 Summary 459
5.7 Problems 460
References 465

6 Linear Estimation 467

6.1 Properties of Optimum Processors 468


6.2 Realizable Linear Filters : Stationary Processes, Infinite
Past: Wiener Filters 48 1
Solution of Wiener-Hopf Equation. Errors in Optimum
Systems. Unrealizable Filters. Closed-Form Error Expressions.
Optimum Feedback Systems. Comments.
xvi Contents

6.3 Kalman-Bucy Filters 515


Differential Equation Representation of Linear Systems and
Random Process Generation. Derivation of Estimator Equa-
tions. Applications. Generalizations.
6.4 Linear Modulation : Communications Context 575
DSB-AM : Realizable Demodulation. DSB-AM : Demodula-
tion with Delay. Amplitude Modulation: Generalized Carriers.
Amplitude Modulation: Single-Sideband Suppressed-Carrier.
6.5 The Fundamental Role of the Optimum Linear Filter 584
6.6 Comments 585
6.7 Problems 586
References 619

7 Discussion 623

7.1 Summary 623


7.2 Preview of Part I1 625
7.3 Unexplored Issues 627
References 629

Appendix: A Typical Course Outline 635


Glossary 67 1
Author Index 683
Subject Index 687

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