Accession Number : AD0689153

Title :   ON THE CONVERGENCE OF ERROR PROBABILITIES FOR SIGNAL DETECTION,

Corporate Author : RAND CORP SANTA MONICA CALIF

Personal Author(s) : Pierre,Percy A.

Report Date : JUN 1969

Pagination or Media Count : 8

Abstract : In Kelley, Reed, and Root (1960), it was shown that if the log of the likelihood ratio for detecting a signal in stationary Gaussian noise is phi sub T when the data is z(t), t epsilon (-T,T) and phi when the data is z(t), t epsilon (minus infinity, infinity), then Var phi sub T increases monotonically to Var(phi) as T approaches infinity. Recently, this result was extended to vector-valued stationary noise processes by Salehi (1968). In each case the purpose was to show that the probability of error for t epsilon (-T,T) converges to the probability of error for t epsilon (minus infinity, infinity). The purpose of this paper is to show that both of the results above are but special cases of a more fundamental result to be given here. (Author)

Descriptors :   (*INFORMATION THEORY, STATISTICAL TESTS), MEASURE THEORY, CONVERGENCE, PROBABILITY, TOPOLOGY, SIGNALS, DETECTION, ERRORS

Subject Categories : Cybernetics

Distribution Statement : APPROVED FOR PUBLIC RELEASE