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A particle-filter-based detection scheme
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DOI：10.1109/LSP.2003.817175.png)
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Abstract
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In this letter, we will present a new result that can be used for detection purposes. We show that when estimating the a posteriori probability density of a possible signal in noise by means of a particle filter, the output of the filter, i.e., the unnormalized weights, can be used to approximately construct the likelihood ratio, which arises in many different detection schemes.
Keywords:
detection
likelihood ratio test
non-Gaussian noise
nonlinear systems
particle filter
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