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On the detection of a signal in colored noise

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Abstract

A modeling approach is used in the detection of a random signal in colored noise. The received sequence is modeled as a regressive/autoregressive time series, and the presence or absence of the desired signal is determined through a hypothesis testing procedure. The test is based on the construction of anF-statistic using likelihood functions. The statistic can be easily incorporated into the computation of the probability of a false alarm, such as required in the processing of radar signals. Results based on simulated data and actual radar data are presented.

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Authors and Affiliations

  1. Communications Research Laboratory, McMaster University, L8S 4K1, Hamilton, Ontario, Canada

    Q. T. Zhang

  2. Department of Mathematics and Statistics, McMaster University, L8S 4K1, Hamilton, Ontario, Canada

    P. Yip

Authors
  1. Q. T. Zhang
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  2. P. Yip
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Additional information

This research was supported by NSERC Grant No. A3635.

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Zhang, Q.T., Yip, P. On the detection of a signal in colored noise. Circuits Systems and Signal Process 7, 467–479 (1988). https://doi.org/10.1007/BF01599921

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  • DOI: https://doi.org/10.1007/BF01599921

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