Abstract
We obtain a maximum likelihood algorithm for detecting a Gaussian stochastic signal with unknown appearance (disappearance) time and average power. Asymptotic expressions for the probabilities of the 1st- and 2nd-kind detection errors are found. Applicability limits for the derived expressions are found by statistical computer simulation.
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Trifonov, A.P., Zakharov, A.V. & Pronyaev, E.V. Adaptive Detection of a Stochastic Signal under Parametric a priori Uncertainty. Problems of Information Transmission 38, 203–217 (2002). https://doi.org/10.1023/A:1020313202331
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DOI: https://doi.org/10.1023/A:1020313202331