Synthesis of digital detector-meters for mixed Markovian processes




Optimal and quasi-optimal detection-measurement algorithms for mixed Markovian processes in discrete time have been synthesized and analyzed. As an example, the problem of detecting a signal having a bi-Gaussian probability density and an exponential correlation function in a background of correlated interference having analogous statistical characteristics of the white and Gaussian noise has been considered. The method of statistical simulation has been used to compare various detection algorithms.


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