DETECTION OF STOCHASTIC-PROCESSES

This paper reviews tno streams of development, from the 1940's to the present, in signal detection theory: the structure of the likelihood r atio for detecting signals in noise and the role of dynamic optimizati on in detection problems involving either very large signal sets or th e joint optimization of observation time and performance. This treatme nt deals exclusively with basic results developed for the situation in which the observations are modeled as continuous-time stochastic proc esses. The mathematics and intuition behind such developments as the m atched filter, the RAKE receiver, the estimator-correlator, maximum-li kelihood sequence detectors, multiuser detectors, sequential probabili ty ratio tests, and cumulative-sum quickest detectors, are described.