Bayesian detection of transient signals in colored noise
Yufei Huang, Petar M. Djurić · 2002
The problem of detecting transient signals in colored noise is addressed. The generalized likelihood ratio test fails to provide good performance, and as an alternative, a Bayesian approach is proposed. Its implementation is simplified by adopting an invariant transformation, and a sequential Monte Carlo sampling procedure is provided to compute multidimensional integrations. The simulation results demonstrate the ability of this approach to detect weak and fast decaying signals in colored noise.