On detection of Gaussian stochactic vectors

M.V. Burnashev

Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences, Moscow, 127051 Russia

E-mail: burn@iitp.ru

Received December 11, 2017

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Abstract

The problem of minimax detection of a Gaussian random signal vector in white Gaussian additive noise has been considered. We suppose that an unknown vector s of the signal vector intensities belongs to the given set E. We have investigated when it is possible to replace the set E (and, in particular, by a single point s₀) by a smaller set E₀ without quality loss.

Keywords: detection, minimax, reduction

Acknowledgements. The research was supported the Russian Foundation for Basic Research (project no. 15-01-08051).

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For citation: Burnashev M.V. On detection of Gaussian stochactic vectors. Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, 2018, vol. 160, no. 2, pp. 250–257.

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