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Nonsingular detection and likelihood ratio for random signals in white Gaussian noise

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1 Author(s)

This paper is concerned with the mathematical aspect of a detection problem (a random signal in white Gaussian noise). Specifically, we obtain a sufficient condition for nonsingular detection and derive a likelihood-ratio expression in terms of least-mean-square estimates. The problem itself is old, and the likelihood-ratio expression is also well known. The contribution of this paper is a relatively elementary and self-contained derivation of the likelihood-ratio expression as well as the nonsingularity condition.

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Information Theory, IEEE Transactions on  (Volume:16 ,  Issue: 3 )