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Volume 9 Issue 2
Mar.  1987
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Liu Yu. THE PERFORMANCE ANALYSIS OF DISCRETE-TIME DETECTION AND ESTIMATION IN COLOUR GAUSSIAN NOISE[J]. Journal of Electronics & Information Technology, 1987, 9(2): 107-115.
Citation: Liu Yu. THE PERFORMANCE ANALYSIS OF DISCRETE-TIME DETECTION AND ESTIMATION IN COLOUR GAUSSIAN NOISE[J]. Journal of Electronics & Information Technology, 1987, 9(2): 107-115.

THE PERFORMANCE ANALYSIS OF DISCRETE-TIME DETECTION AND ESTIMATION IN COLOUR GAUSSIAN NOISE

  • Received Date: 1985-04-04
  • Rev Recd Date: 1985-09-23
  • Publish Date: 1987-03-19
  • The relation between the sample number and the performances of signal detection and paramater estimation in correlative Gaussian noise in fixed time T is investigated. It is pointed out that when the autocorrelation coefficient between the neighbour samples in the range of 0.1-0.2, the general SNR S2[T(XL)] will approach to the limit of SNR S2(T). It is also pointed out that the sample sequences of the solution of a second order differential equation generally is not an AR(2) model. But when the sample interval △0, the sample sequences can be described by AR(2). Therefore, S2(T) can be easily calculated. Finally, the relation between likelihood ratio detection and the maximum likelihood estimation is discussed.
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  • H. L. Van Trees, Detection, Estimation and Modulation Theory, part 1, New York,Wiley, 1968.[2]A. D. Whalen著,刘其培,迟惠生译,噪声中信号的检测,科学出版社,1977年.[3]W. D. Wood and J. B. Thomas, Information Sciences, 20(1981), 13.[4]S. Cambanis and E. Masry, IEEE Trans. on IT, IT-29(1983), 83.[5]A. Papoulis, Probability, Radom Variables and Stochastic Processes, McGraw-Hill, Inc., 1965.[6]A Gelb, Applied Optimal Estimation, The M. I. T. Press, 1974.[7]I. S. Meditch, Stochastic Optimal Linear Estmation and Control, 1969.
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