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The most general unknown signal parameter problem occurs when the signal itself is unknown. This phrasing of the detectionproblem can be applied to two different sorts of situations. The signal's waveform may not be known precisely because ofpropagation effects (rapid multipath, for example) or because of source uncertainty. Another situation is the "Hello, is anyoneout there?" problem: you want to determine if any non-noise-like quantity is present in the observations. These problems imposesevere demands on the detector, which must function with little a priori knowledge of the signal's structure. Consequently, we cannot expect superlative performance. 0 : r l n l 1 : r l s l n l , s l ? The noise is assumed to be Gaussian with a covariance matrix K . The conditional density under 1 is given by p r 1 s r 1 2 K 1 2 r s K r s Using the generalized likelihood ratio test, the maximum value of this density with respect to the unknown "parameters" - thesignal values - occurs when r s . s p r 1 s r 1 2 K The other model does not depend on the signal and the generalized likelihood ratio test for the unknown signalproblem, often termed the square-law detector , is

r K r 0 1
For example, if the noise were white, the sufficient statistic is the sum of the squares of the observations. l 0 L 1 r l 2 0 1 If the noise is not white, the detection problem can be formulated in the frequency domain, as shown here , where the decision rule becomes k 0 L 1 R k 2 k 2 0 1 Computation of the false-alarm probability in, for example, the white noise case is relatively straightforward. The probabilitydensity of the sum of the squares of L statistically independent zero-mean unit-variance, Gaussian random variables is termedchi-squared with L degrees of freedom (see Probability Distributions ): L 2 . The percentiles of this density are tabulated in many standard statistical references ( Abramowitz and Stegun ).

Assume that the additive noise is white and Gaussian, having a variance 2 . The sufficient statistic r l 2 of the square-law detector has the probability density 2 L 2 when no signal is present. The threshold for this statistic is established by L 2 2 P F . The probability of detection is found from the density of a non-central chi-squared random variable having L 2 having L degrees of freedom and "centrality" parameter l 0 L 1 r l 2 . In this example, E , the energy of the observed signal. In this figure , the false-alarm probability was set to 10 -2 and the resulting probability of detection shown as a function of signal-to-noise ratio. Clearly, the inabilityto specify the signal waveform leads to a significant reduction in performance. In this example, roughly 10 dB moresignal-to-noise ratio is required by the square-law detector than the matched-filter detector, which assumes knowledge ofthe waveform but not of the amplitude, to yield the same performance.

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Source:  OpenStax, Statistical signal processing. OpenStax CNX. Dec 05, 2011 Download for free at http://cnx.org/content/col11382/1.1
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