On detection of Gaussian stochastic sequences

Abstract

The problem of minimax detection of Gaussian random signal vector in White Gaussian additive noise is considered. It is supposed that an unknown vector $\mathbf{\sigma }$ of the signal vector intensities belong to the given set $\mathcal{E}$. It is investigated when it is possible to replace the set $\mathcal{E}$ by a smaller set ${\mathcal{E}}_0$ without loss of quality (and, in particular, to replace it by a single point ${\mathbf{\sigma }}_0$).

Problems of Information Transmission, vol. 53, no. 4, pp. 47--66, 2017