Markov Sequential Detector

Abstract

The present invention relates to the general problem of detection by sonar or radar. It is concerned in particular with the initial detection of a signal of interest in a data stream corresponding to the signal received by such equipment. This initial detection is transmitted to the equipment charged with performing the tracking of the objects of interest that were the subject of a detection. The method considers that a signal of interest is characterized by a state model x(t) with values in a finite set {x1, . . . , xN}, to which there corresponds a finite set {ω1, . . . , ωN} of N values of an observation variable ω, characteristic of this signal. To detect the presence of a signal of interest the method simultaneously calculates the value of a detection criterion Λn(t) in two different ways. The first way, the detection function is calculated is as a function of the product of the probability Pn of the state xn, and of the ratio of the conditional probabilities p1 and p0 of the datum y(t, ωn) containing the signal, in the absence and in the presence of a signal. The second way the detection signal is calculated is as a function of the product of one of the N values of the criterion that were calculated at the previous instant t−1, of the probability of transition Pn,m between the state xm for which this value was calculated at the instant t−1 and the state xn considered, and of the ratio of the conditional probabilities p1 and p0 of the datum y(t, ωn) in the absence and in the presence of a signal. The larger of the two calculated values is assigned to the criterion of Λn(t) which is then compared with a detection threshold.

Dependencies are inferred from the claim text.