Translator Disclaimer
31 August 2005 Optimal and suboptimal detection of Gaussian signals in noise: asymptotic relative efficiency
Author Affiliations +
Abstract
The performance of Bayesian detection of Gaussian signals using noisy observations is investigated via the error exponent for the average error probability. Under unknown signal correlation structure or limited processing capability it is reasonable to use the simple quadratic detector that is optimal in the case of an independent and identically distributed (i.i.d.) signal. Using the large deviations principle, the performance of this detector (which is suboptimal for non-i.i.d. signals) is compared with that of the optimal detector for correlated signals via the asymptotic relative efficiency defined as the ratio between sample sizes of two detectors required for the same performance in the large-sample-size regime. The effects of SNR on the ARE are investigated. It is shown that the asymptotic efficiency of the simple quadratic detector relative to the optimal detector converges to one as the SNR increases without bound for any bounded spectrum, and that the simple quadratic detector performs as well as the optimal detector for a wide range of the correlation values at high SNR.
© (2005) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
Youngchul Sung, Lang Tong, and H. Vincent Poor "Optimal and suboptimal detection of Gaussian signals in noise: asymptotic relative efficiency", Proc. SPIE 5910, Advanced Signal Processing Algorithms, Architectures, and Implementations XV, 591002 (31 August 2005); https://doi.org/10.1117/12.620177
PROCEEDINGS
12 PAGES


SHARE
Advertisement
Advertisement
Back to Top