Detecting the occurrence of an event by FM through noise

Abstract

The occurrence of an event at a random time τ is signaled through white noise by an FM signal whose modulation h(t − τ) is a causal pulse triggered at τ. Nonlinear filtering is used to find exact expressions for the chance that τ > t, and the expectation of τ, each conditioned on the observed noisy FM signal over (0, t). The former quantity can be used to… (More)

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