• Media type: Text; Report; E-Book
  • Title: On multichannel signal detection
  • Contributor: Ingster, Yuri I. [Author]; Lepskii, Oleg V. [Author]
  • Published: Weierstrass Institute for Applied Analysis and Stochastics publication server, 2002
  • Language: English
  • DOI: https://doi.org/10.20347/WIAS.PREPRINT.764
  • Keywords: 62G10 ; Multichannel signal detection -- minimax hypothesis testing -- adaptive hypothesis testing -- distinguishability conditions ; article ; 62G20
  • Origination:
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  • Description: We consider 푛-channel signal detection system. Each 푖th channel could contain (or not contain) a signal. We suppose a signal is a function ƒ푖(t), t ∈ (0,1) observing in the white Gaussian noise of level ε > 0. Let 푘 be a number of channels which contain the signals. This number could be known or unknown. The functions ƒ푖 could be known or unknown as well. If shapes of functions ƒ푖 are unknown, then we consider nonparametric case. We suppose that functions ƒ푖 belongs to the Sobolev ball 횂σ where the smoothness parameter σ > 0 could be known or unknown as well. The cases, when 푘 or σ are unknown, lead to the "adaptive" problems. We are interested in the following problems: (1) How large the signals ƒ푖 should be in order to detect these signals with vanishing errors, as the number of channels 푛 tends to infinity? (2) What are the structures of test procedures which provide the detection of signals with the vanishing errors, if it is possible? We show that there are two main types of results in the problems which, roughly, correspond to the cases either 푘 is "large" (this means 푘 >> 푛½ in the problem) or 푘 is "small" (this means 푘 << 푛½).
  • Access State: Open Access