STOCHASTIC MATCHED FILTER
JF CAVASSILAS · 2024
In this paper, we shall look into the problem of detecting a signal belonging to a family of signals {Sj}.This family is de ned by its statistical properties.The caracteristics of the interfering noise are also known.We assamc that each signal Sj is de ned on a close interval (0.T-).Outside this interval, Sj is 0.l-Chose of an optimisation criteria 1-1We shall show that in order to use all the information that is available a priori, it is necessary to construct a serie of lters whose properties are comparable to those of a matched lter.We shall present a practical method of calculating the lters, and show that there exists a basis in which both noise and signal components are uncorrelated random variables.1-2 De nition, notations and link with matched ltering.S](t).a deterministic signal, is 0 ouside (QT).'