Skip to Main Content
A sufficient statistic, having dimension , is constructed for th order stationary Gaussian autoregressive processes. A computationally efficient discriminator based on the statistic is obtained. A derivation of the whitening filter-correlator detector for known signals in autoregressive noise is presented. A new formula for the signal-to-noise ratio of an optimal detector for a constant signal in stationary correlated Gaussian noise is presented and used to help study the nature of autoregressive approximations to more general processes in this application.