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The optimum processing of clipped signals: an approach based an a likelihood ratio statistic

Published online by Cambridge University Press:  17 February 2009

R. G. Keats ,
Winifred Frost  and
Annette Dobson
Annette Dobson
Affiliation:
Department of Mathematics, University of Newcastl, Newcastle, N. S. W. 2308.
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Abstract

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The likelihood ratio approach to the detection of small signals in the presence of noise is investigated in the case where the available data have been clipped. The statistic obtained is the ratio of orthant probabilities and appears intractable; accordingly an approximation to this statistic is developed by truncating an appropriate Taylor expansion. Approximations are obtained for the mean and variance of this modified statistic and compared with those obtained from computer simulations.

Type
Research Article
Information
The ANZIAM Journal , Volume 24 , Issue 3 , January 1983 , pp. 262 - 278
Copyright
Copyright © Australian Mathematical Society 1983

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