1970
DOI: 10.1063/1.3022201
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Statistical Theory Of Signal Detection

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Cited by 478 publications
(356 citation statements)
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“…If the noise is assumed to be stationary and ergodic then there exists a noise correlation function K(t) such that C ij = K(|i − j|∆). In the Fourier basis it can be shown that the components of the noise vector are statistically independent [11] and the covariance matrix in the Fourier basis will contain only diagonal terms whose values will be strictly positive: C ii =ñ iñ * i . This implies that the covariance matrix has strictly positive eigenvalues.…”
Section: A Signal Manifoldmentioning
confidence: 99%
See 1 more Smart Citation
“…If the noise is assumed to be stationary and ergodic then there exists a noise correlation function K(t) such that C ij = K(|i − j|∆). In the Fourier basis it can be shown that the components of the noise vector are statistically independent [11] and the covariance matrix in the Fourier basis will contain only diagonal terms whose values will be strictly positive: C ii =ñ iñ * i . This implies that the covariance matrix has strictly positive eigenvalues.…”
Section: A Signal Manifoldmentioning
confidence: 99%
“…Among them the technique of Weiner filtering is the most promising [10][11][12]. Briefly, this technique involves correlating the detector output with a set of templates, each of which is tuned to detect the signal with a particular set of parameters.…”
Section: Introductionmentioning
confidence: 99%
“…The approach is based on a matched filter technique for detecting a given signal of unknown phase in noisy data [Helstrom, 1968]. The technique consists of the following three steps: (1) Estimation of the noise power spectral density (PSD) of the data; (2) design of the matched filter; and (3) applying a threshold detector.…”
Section: Eddy Detectionmentioning
confidence: 99%
“…Among all filters, the best one is the Wiener (or matched) filter: it gives the highest SNR for a given signal [47] and has in addition the lowest false dismissal rate for a given threshold [48]. However, using it requires an accurate knowledge of the searched signal: as soon as the real signal and the template -i.e.…”
Section: A1 Filtering Methodsmentioning
confidence: 99%