The optimum processing of clipped signals: an approach based an a likelihood ratio statistic

Author:

Keats R. G.,Frost Winifred,Dobson Annette

Abstract

AbstractThe likelihood ratio approach to the detection of small signals in the presence of noise is investigated in the case where the available data have been clipped. The statistic obtained is the ratio of orthant probabilities and appears intractable; accordingly an approximation to this statistic is developed by truncating an appropriate Taylor expansion. Approximations are obtained for the mean and variance of this modified statistic and compared with those obtained from computer simulations.

Publisher

Cambridge University Press (CUP)

Subject

Applied Mathematics

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