Abstract
In the last three chapters we have been concerned with the detection of known signals which may be characterized as being low-pass signals. We did not put any explicit constraints on the known signal values s i , but required the noise components W i to be independent for i = 1,2,…,n. When the data are generated as samples of some continuous-time input process, the values s i are samples of a signal waveform s(t). Thus a usually implicit assumption in this situation is that the highest signal frequencyF 8 is smaller than the bandwidth F of the frequency band [0,F]on which the noise power spectral density can be assumed to be approximately constant.
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