D. Kelsey, A. Haddad
Abstract
The purpose of this note is to propose a minimax detection-estimation scheme for signals having multiple hypotheses. It is assumed that no a priori statistics are known about the signal, and that under each hypothesis an optimum minimax estimator for the signal is known.
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The purpose of this note is to propose a minimax detection-estimation scheme for signals having multiple hypotheses. It is assumed that no a priori statistics are known about the signal, and that under each hypothesis an optimum minimax estimator for the signal is known.
Key concepts: Minimax, Minimax estimator, Estimator, A priori and a posteriori, Detection theory, SIGNAL (programming language), Detector, Joint (building)