Detectability of signals in Laplace noise
Closed-form expressions for the false-alarm and detection probabilities attained by the optimum and the linear detectors of a positive signal in n independent samples of noise having a bilateral exponential or Laplace distribution require lengthy computation when n is large, and those for the optimu...
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Veröffentlicht in: | IEEE transactions on aerospace and electronic systems 1989-03, Vol.25 (2), p.190-196 |
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description | Closed-form expressions for the false-alarm and detection probabilities attained by the optimum and the linear detectors of a positive signal in n independent samples of noise having a bilateral exponential or Laplace distribution require lengthy computation when n is large, and those for the optimum detector suffer from round-off error because their terms alternate in sign. It is shown how the method of saddlepoint integration can be conveniently applied to compute these probabilities, and numerical comparisons of the accuracies of the methods are presented. The relative efficiency of the two detectors is calculated as a function of n and found to approach the asymptotic value of 2 very slowly.< > |
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It is shown how the method of saddlepoint integration can be conveniently applied to compute these probabilities, and numerical comparisons of the accuracies of the methods are presented. The relative efficiency of the two detectors is calculated as a function of n and found to approach the asymptotic value of 2 very slowly.< ></description><identifier>ISSN: 0018-9251</identifier><identifier>EISSN: 1557-9603</identifier><identifier>DOI: 10.1109/7.18680</identifier><identifier>CODEN: IEARAX</identifier><language>eng</language><publisher>New York, NY: IEEE</publisher><subject>Applied sciences ; Closed-form solution ; Detection, estimation, filtering, equalization, prediction ; Detectors ; Distributed computing ; Exact sciences and technology ; Information, signal and communications theory ; Roundoff errors ; Signal and communications theory ; Signal detection ; Signal, noise ; Telecommunications and information theory</subject><ispartof>IEEE transactions on aerospace and electronic systems, 1989-03, Vol.25 (2), p.190-196</ispartof><rights>1991 INIST-CNRS</rights><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><citedby>FETCH-LOGICAL-c397t-5eefdb10e3231134f3747cdd8d1e76b8d3014427eb542bed6cad477f09982fa33</citedby><cites>FETCH-LOGICAL-c397t-5eefdb10e3231134f3747cdd8d1e76b8d3014427eb542bed6cad477f09982fa33</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktohtml>$$Uhttps://ieeexplore.ieee.org/document/18680$$EHTML$$P50$$Gieee$$H</linktohtml><link.rule.ids>314,776,780,792,27901,27902,54733</link.rule.ids><linktorsrc>$$Uhttps://ieeexplore.ieee.org/document/18680$$EView_record_in_IEEE$$FView_record_in_$$GIEEE</linktorsrc><backlink>$$Uhttp://pascal-francis.inist.fr/vibad/index.php?action=getRecordDetail&idt=19648605$$DView record in Pascal Francis$$Hfree_for_read</backlink></links><search><creatorcontrib>Helstrom, C.W.</creatorcontrib><title>Detectability of signals in Laplace noise</title><title>IEEE transactions on aerospace and electronic systems</title><addtitle>T-AES</addtitle><description>Closed-form expressions for the false-alarm and detection probabilities attained by the optimum and the linear detectors of a positive signal in n independent samples of noise having a bilateral exponential or Laplace distribution require lengthy computation when n is large, and those for the optimum detector suffer from round-off error because their terms alternate in sign. It is shown how the method of saddlepoint integration can be conveniently applied to compute these probabilities, and numerical comparisons of the accuracies of the methods are presented. The relative efficiency of the two detectors is calculated as a function of n and found to approach the asymptotic value of 2 very slowly.< ></description><subject>Applied sciences</subject><subject>Closed-form solution</subject><subject>Detection, estimation, filtering, equalization, prediction</subject><subject>Detectors</subject><subject>Distributed computing</subject><subject>Exact sciences and technology</subject><subject>Information, signal and communications theory</subject><subject>Roundoff errors</subject><subject>Signal and communications theory</subject><subject>Signal detection</subject><subject>Signal, noise</subject><subject>Telecommunications and information theory</subject><issn>0018-9251</issn><issn>1557-9603</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>1989</creationdate><recordtype>article</recordtype><recordid>eNqN0TtPwzAQB3ALgUQpiJktCyCGFJ_fHlF5SpVYYI4c54yM0qTE6dBv3_QhdaTT6e5--t9whFwDnQBQ-6gnYJShJ2QEUurcKspPyYhSMLllEs7JRUq_QyuM4CPy8Iw9-t6VsY79KmtDluJP4-qUxSabuUXtPGZNGxNekrMwzPFqX8fk-_Xla_qezz7fPqZPs9xzq_tcIoaqBIqccQAuAtdC-6oyFaBWpan4cFowjaUUrMRKeVcJrQO11rDgOB-Tu13uomv_lpj6Yh6Tx7p2DbbLVDBjgYNWR0CmgEv4H0owQtvjIFNqA-930HdtSh2GYtHFuetWBdBi84VCF9svDPJ2H-mSd3XoXONjOnCrhFFUDu5m5yIiHtbbjDWhx4vj</recordid><startdate>19890301</startdate><enddate>19890301</enddate><creator>Helstrom, C.W.</creator><general>IEEE</general><general>Institute of Electrical and Electronics Engineers</general><scope>IQODW</scope><scope>AAYXX</scope><scope>CITATION</scope><scope>8FD</scope><scope>H8D</scope><scope>L7M</scope><scope>7SC</scope><scope>7SP</scope><scope>JQ2</scope><scope>L~C</scope><scope>L~D</scope><scope>7TB</scope><scope>FR3</scope></search><sort><creationdate>19890301</creationdate><title>Detectability of signals in Laplace noise</title><author>Helstrom, C.W.</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c397t-5eefdb10e3231134f3747cdd8d1e76b8d3014427eb542bed6cad477f09982fa33</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>1989</creationdate><topic>Applied sciences</topic><topic>Closed-form solution</topic><topic>Detection, estimation, filtering, equalization, prediction</topic><topic>Detectors</topic><topic>Distributed computing</topic><topic>Exact sciences and technology</topic><topic>Information, signal and communications theory</topic><topic>Roundoff errors</topic><topic>Signal and communications theory</topic><topic>Signal detection</topic><topic>Signal, noise</topic><topic>Telecommunications and information theory</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Helstrom, C.W.</creatorcontrib><collection>Pascal-Francis</collection><collection>CrossRef</collection><collection>Technology Research Database</collection><collection>Aerospace Database</collection><collection>Advanced Technologies Database with Aerospace</collection><collection>Computer and Information Systems Abstracts</collection><collection>Electronics & Communications Abstracts</collection><collection>ProQuest Computer Science Collection</collection><collection>Computer and Information Systems Abstracts Academic</collection><collection>Computer and Information Systems Abstracts Professional</collection><collection>Mechanical & Transportation Engineering Abstracts</collection><collection>Engineering Research Database</collection><jtitle>IEEE transactions on aerospace and electronic systems</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext_linktorsrc</fulltext></delivery><addata><au>Helstrom, C.W.</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Detectability of signals in Laplace noise</atitle><jtitle>IEEE transactions on aerospace and electronic systems</jtitle><stitle>T-AES</stitle><date>1989-03-01</date><risdate>1989</risdate><volume>25</volume><issue>2</issue><spage>190</spage><epage>196</epage><pages>190-196</pages><issn>0018-9251</issn><eissn>1557-9603</eissn><coden>IEARAX</coden><abstract>Closed-form expressions for the false-alarm and detection probabilities attained by the optimum and the linear detectors of a positive signal in n independent samples of noise having a bilateral exponential or Laplace distribution require lengthy computation when n is large, and those for the optimum detector suffer from round-off error because their terms alternate in sign. It is shown how the method of saddlepoint integration can be conveniently applied to compute these probabilities, and numerical comparisons of the accuracies of the methods are presented. The relative efficiency of the two detectors is calculated as a function of n and found to approach the asymptotic value of 2 very slowly.< ></abstract><cop>New York, NY</cop><pub>IEEE</pub><doi>10.1109/7.18680</doi><tpages>7</tpages></addata></record> |
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subjects | Applied sciences Closed-form solution Detection, estimation, filtering, equalization, prediction Detectors Distributed computing Exact sciences and technology Information, signal and communications theory Roundoff errors Signal and communications theory Signal detection Signal, noise Telecommunications and information theory |
title | Detectability of signals in Laplace noise |
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