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Bayesian detection of transient signals in colored noise

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2 Author(s)
Yufei Huang ; Dept. of Electr. & Comput. Eng., State Univ. of New York, Stony Brook, NY, USA ; P. M. Djuric

The problem of detecting transient signals in colored noise is addressed. The generalized likelihood ratio test fails to provide good performance, and as an alternative, a Bayesian approach is proposed. Its implementation is simplified by adopting an invariant transformation, and a sequential Monte Carlo sampling procedure is provided to compute multidimensional integrations. The simulation results demonstrate the ability of this approach to detect weak and fast decaying signals in colored noise

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Acoustics, Speech, and Signal Processing, 2000. ICASSP '00. Proceedings. 2000 IEEE International Conference on  (Volume:2 )

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