On detection of Gaussian stochastic vectors

M.V. Burnashev

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

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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.

Для цитирования: Burnashev M.V. On detection of Gaussian stochactic vectors // Учен. зап. Казан. ун-та. Сер. Физ.-матем. науки. – 2018. – Т. 160, кн. 2. – С. 250–257.

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 σ 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 σ₀) 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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Recieved

December 11, 2017

Burnashev Marat Valievich, Doctor of Physics and Mathematics, Leading Researcher

Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences

Bolshoy Karetny pereulok 19, str. 1, Moscow, 127051 Russia

E-mail:  burn@iitp.ru

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