On detection of Gaussian stochastic sequences

02/22/2018

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by   Marat V. Burnashev, et al.

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The problem of minimax detection of Gaussian random signal vector in White Gaussian additive noise is considered. It is supposed that an unknown vector σ of the signal vector intensities belong to the given set E. It is investigated when it is possible to replace the set E by a smaller set E_0 without loss of quality (and, in particular, to replace it by a single point σ_0).