Bayes Extraction Systems: Signal Estimation and Analysis,p(H1) = 1

David Middleton · 2012

The aim of this chapter is to find and examine systems TR that have this desirable property of yielding optimum estimates. A receiving system TR that measures the waveform or one or more of the parameters of an incoming signal ensemble we call a signal extraction system and the process itself signal extraction. The chapter begins with a decision theoretic formulation of signal estimation where the signal is known to be present. These general methods are then applied to various problems of signal analysis. A distinguishing feature of the decision theoretic formulation for communication is the introduction of cost, or value judgments associated with the decisions. The chapter is devoted to signal extraction from this standpoint. Specifically, it is devoted to a discussion of some cost functions of practical interest, the associated Bayes systems, and their various properties, such as the distribution of estimators and the probabilities of correct decisions. Controlled Vocabulary Terms Bayes methods; signal analysis; signal processing

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