Browsing by Keywords "Likelihood ratio"
Now showing items 1-3 of 3
-
Optimal decision rules for simple hypothesis testing under general criterion involving error probabilities
(IEEE, 2020)The problem of simple M-ary hypothesis testing under a generic performance criterion that depends on arbitrary functions of error probabilities is considered. Using results from convex analysis, it is proved that an optimal ... -
Parameter identification for partially observed diffusions
(Kluwer Academic Publishers-Plenum Publishers, 1992)In this paper, we consider the identification problem of drift and dispersion parameters for a class of partially observed systems governed by Ito equations. Using the pathwise description of the Zakai equation, we formulate ... -
Spectrum sensing via restricted neyman-pearson approach in the presence of non-Gaussian noise
(IEEE, 2013)In this paper, spectrum sensing in cognitive radio systems is studied for non-Gaussian channels in the presence of prior distribution uncertainty. In most practical cases, some amount of prior information about signals of ...
