Gaussian Tests of Extremal White Noise for Dependent, Heterogeneous Processes with an Application

Technical Appendix for "Gaussian Tests of Extremal White Noise for Dependent, Heterogeneous Processes with an Application"

A Glrt for Radar Detection in the Presence of Compound-gaussian Clutter and Additive White Gaussian Noise

This paper addresses the detection problem for a signal with constant, but unknown amplitude in disturbance containing compound-Gaussian clutter plus additive white noise. Specifically, a new generalized likelihood ratio test (GLRT) is presented for the clairvoyant case. Previously developed GLRT expressions addressing the compound-Gaussian clutter problem have considered the ‘clutter only’ cas...

Dependent Gaussian Processes

Gaussian processes are usually parameterised in terms of their covariance functions. However, this makes it difficult to deal with multiple outputs, because ensuring that the covariance matrix is positive definite is problematic. An alternative formulation is to treat Gaussian processes as white noise sources convolved with smoothing kernels, and to parameterise the kernel instead. Using this, ...

Gaussian Processes for Regression and Optimisation

Gaussian processes have proved to be useful and powerful constructs for the purposes of regression. The classical method proceeds by parameterising a covariance function, and then infers the parameters given the training data. In this thesis, the classical approach is augmented by interpreting Gaussian processes as the outputs of linear filters excited by white noise. This enables a straightfor...

Secrecy of Communications in Data Transmission by Impulses with Unknown Moments of Appearance and Disappearance

We carried out a comparative analysis of the algorithms for detecting a rectangular impulse against Gaussian white noise under either authorized or unauthorized access to the transmitted data. We presupposed that for data transmission the binary communication system is used and that the useful information in the data is whether the signal is present or absent. The case is that unauthorized acce...