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Determining when a time series switches which of two Gaussians it samples from

I'm sampling from what should be an elliptical 2D Gaussian. However, one of the instruments in the setup seems to be switching between two values for the phase between synthesizers, which results in ...
ttshaw1's user avatar
  • 23
1 vote
1 answer
287 views

Which probability density functions to use in a likelihood ratio test for the radar detection problem?

I am trying to understand the radar detection problem in the form of the generalized likelihood ratio test and am having a little trouble with understanding the noise distributions. Perhaps this will ...
Jim's user avatar
  • 15
1 vote
1 answer
190 views

How to evaluate pairwise error probability and detection in presence of gaussian noise?

I am reading Digital Communication Systems by Simon Haykin and I am stuck at one point. Consider a two-dimensional signal space that has a message constellation of four points, given by $s_1,s_2,s_3,...
Userhanu's user avatar
  • 181
2 votes
0 answers
60 views

Detector for vector-valued signals

I'm trying to find the optimal probability of detection/false alarm for the following detection task. Given $N$ signal samples with $d$ dimensions (independent channels) each, assign the samples to ...
Sami's user avatar
  • 65
2 votes
2 answers
278 views

Is it a good idea to whiten a colored noise in order to apply formulas for AWGN?

I have posted a question before regarding the detection of a signal under colored Gaussian noise: Energy detection in presence of colored Gaussian noise Theoretical formulas for setting the detection ...
Luis M Gato's user avatar
0 votes
2 answers
593 views

Optimum Filter Signal Detection for Non AWGN Channels

I have been reading this question and it confirms that the matched filter is the maximum-likelihood receiver in the presence of additive white Gaussian noise. So in the AWGN channel it maximizes the ...
VMMF's user avatar
  • 1,182