A particle-filter-based detection scheme

Yvo Boers, H. Driessen · IEEE Signal Processing Letters · 2003

In this paper, we present a new result that can be used for detection purposes. We show that when estimating the a posteriori probability density of a possible signal in noise by means of a particle filter, the output of the filter, i.e., the unnormalized weights, can be used to approximately construct the likelihood ratio, which arises in many different detection schemes.

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