A debt of gratitude is owed to all my current and former graduate students. . A solutions manual is available from the author. From the Inside Flap: Preface This text is the second volume of a series of books addressing statistical signal processing. This book is an outgrowth of a one-semester graduate level course on detection theory given at the University of Rhode Island. Asymptotically Equivalent Tests - Nuisance Parameters.
This second volume, entitled Fundamentals of Statistical Signal Processing: Detection Theory, is the application of statistical hypothesis testing to the detection of signals in noise. Alternate Derivation of Locally Most Powerful Test. Swaszek of the University of Rhode Island, and L. The series has been written to provide the reader with a broad introduction to the theory and application of statistical signal processing. The most comprehensive overview of signal detection available. Henceforth, it will be referred to as Kay-I 1993.
The lowest two scores will not be counted. Due by 8:50pm on 02-Feb-2011 09-Feb-2011. Kelly of the Naval Undersea Warfare Center, J. It includes somewhat more material than can actually be covered in one semester. Deterministic Signals with Unknown Parameters.
Salisbury, formerly of the Naval Undersea Warfare Center, and D. Also, a couple one page handouts on exponential families: and. All recipients of this work are expected to abide by these restrictions and to honor the intended pedagogical purposes and the needs of other instructors who rely on these materials. Dissemination or sale of any part of this work including on the World Wide Web will destroy the integrity of the work and is not permitted. Lang of Sanders, a Lockheed-Martin Co.
Sheldon of the Naval Undersea Warfare Center, Newport, Rhode Island are also greatly appreciated. The course pdf format including expected course outcomes, grading information, and late policies. You can also find customer support email or phone in the next page and ask more details about availability of this book. To aid the reader, summary sections have been provided at the beginning of each chapter. Kay's Fundamentals of Statistical Signal Processing, Vol. Thanks are due to my colleagues L. Quadratic Forms of Gaussian Random Variables.
If you did not receive this email, please contact Prof. The first volume, Fundamentals of Statistical Signal Processing: Estimation Theory, was published in 1993 by Prentice-Hall, Inc. This text is an attempt to strike a balance between these two extremes. Scharf of the University of Colorado. The author would like to acknowledge the contributions of the many people who over the years have provided stimulating discussions of research problems, opportunities to apply the results of that research, and support for conducting research. This work is protected by local and international copyright laws and is provided solely for the use of instructors in teaching their courses and assessing student learning. Fundamental Probability Density Functionshfil Penalty - M and Properties.
Asymptotically Equivalent Rao Test for Signal Processing Example. As a consequence, some of the deeper theoretical issues have been omitted with references given instead. It is the author's opinion that the best way to assimilate the material on detection theory is by exposure to and working with good examples. The opportunity to apply detection theory to sonar and the research support of J. This book can also be used for self-study and so should be useful to the practicing engineer as well as the student.
Asymptotically Equivalent Tests - No Nuisance Parameters. Consequently, there are numerous examples that illustrate the theory and others that apply the theory to actual detection problems of current interest. Three chapters introduce the basics of detection based on simple hypothesis testing, including the Neyman-Pearson Theorem, handling irrelevant data, Bayes Risk, multiple hypothesis testing, and both deterministic and random signals. The particular audience we have in mind is the community involved in the design and implementation of signal processing algorithms. Hypothesis testing is a subject that is standard fare in the many books available dealing with statistics. Woodsum of Sonetech, Bedford, New Hampshire, and by D.