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Performance limits of the innovations-based...
Journal article

Performance limits of the innovations-based detection algorithm

Abstract

A theoretical evaluation of the performance limits of the innovations-based detection algorithm, which provides an adaptive algorithm for discriminating between two hypotheses parameterized as autoregressive (AR) models, is presented. Two particular cases are considered. One pertains to a situation in which the variance of the interference (modeled as an AR process) acting alone is known a priori. The other pertains to a situation in which no …

Authors

Zhang Q; Haykin S; Yip P

Journal

IEEE Transactions on Information Theory, Vol. 35, No. 6, pp. 1213–1222

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Publication Date

1989

DOI

10.1109/18.45277

ISSN

0018-9448