000032576 001__ 32576
000032576 005__ 20190316233325.0
000032576 0247_ $$2doi$$a10.5075/epfl-thesis-2100
000032576 02471 $$2nebis$$a3892221
000032576 037__ $$aTHESIS
000032576 041__ $$afre
000032576 088__ $$a2100
000032576 245__ $$aCalcul stochastique appliqué aux problèmes de détection des signaux aléatoires
000032576 260__ $$aLausanne$$bEPFL$$c1999
000032576 269__ $$a1999
000032576 300__ $$a191
000032576 336__ $$aTheses
000032576 502__ $$aCharles Baker, Jürg Peter Buser, Srishti-D. Chatterji, Antonio Gualtierotti
000032576 520__ $$aSignal detection is one of the basic problems in statistical communication theory, and has many applications to contemporary technology, whether in engineering, medical science, or the environment. The most difficult problems are those involving random signals, and it is these types of signals that are found in applications to complex systems (the ocean, the atmosphere, the ecosystem). What is known of the subject at the present time is insufficient in that it suffers from mathematical restrictions which are difficult to justify in practice, is limited in the types of noises that can be accommodated, which do not cover the noises one meets in nature, and is based on algorithms whose behavior is not sufficiently understood. The broad aim of this thesis is to solve some of the problems that are open in that area of research. As detection of a non-Gaussian stochastic signal in additive and dependent Gaussian noise can be viewed as the canonical detection problem for active sonar in a reverberation-limited environment, and that this detection problem, except for a multiplicity restriction, is, mathematically, the problem nearest to a satisfactory solution, the first part of the thesis deals with the definition and the properties of a form of the Itô stochastic integral that must be tailored to remove the multiplicity restriction mentioned above. On the way some interesting connections with other forms of the stochastic integral are investigated. The second part of the thesis is devoted to the derivation of the likelihood ratio which acts as an universal detector, still within the framework of a stochastic signal in dependent Gaussian noise. The solution of the Gaussain noise problem is based on a representation of the noise and signal-plus-noise processes as superpositions of causal filters acting on noise and signal-plus-noise processes that are semimartingales, for the treatment of which stochastic calculus is the most efficient tool. The decomposition used is the Cramér-Hida decomposition which is particularly suited to the handling of Gaussian processes, though it is much more broadly valid. The last part of the thesis is a study of the possibility to extend the method that works for Gaussian noise to situations for which the noise is no longer Gaussian. A likelihood formula is obtained for noises that are non anti- cipative transformations of the sum of a Wiener process and an independent Poisson martingale.
000032576 700__ $$0(EPFLAUTH)114681$$aClimescu-Haulica, Adriana$$g114681
000032576 720_2 $$aDalang, Robert$$edir.
000032576 8564_ $$s5412192$$uhttps://infoscience.epfl.ch/record/32576/files/EPFL_TH2100.pdf$$yTexte intégral / Full text$$zTexte intégral / Full text
000032576 909CO $$ooai:infoscience.tind.io:32576$$pthesis$$pDOI$$qDOI2$$qGLOBAL_SET
000032576 918__ $$aSB
000032576 920__ $$a1999-12-22$$b1999
000032576 970__ $$a2100/THESES
000032576 973__ $$aEPFL$$sPUBLISHED
000032576 980__ $$aTHESIS