pringerTextsin Electricalengineering ConsultingEditor:JohnB.Thomas pringerTextsinElectricalEngineering MultivariablefeedbackSystems FM.Callier/CA.desoer LinearProgramming M.Sakarovitch Introductiontorandomprocesses E.W ng StochasticProcessesinEngineeringSystems E.Wong/Bhajek IntroductiontoProbability JB.Thomas ElementsofDetectionandSignaldesign C.L.Weber AnIntroductiontoCommunicationTheoryandsystems J.B.Thomas SignalDetectioninNon-GaussianNoise S.A.Kas AnIntroductiontoSignalDetectionandEstimation,2ndedition HV.Poor IntroductiontoShannonSamplingandinterpolationtheory RJ.MarksⅡ RandompointProcessesinTimeandSpace,2ndEdition DL.Snyder/M.I.Miller LinearSystemTheory FM.Callier/CA.desoer AdvancedTopicsinShannonSamplingandInterpolationTheory R.J.MarksII(ed Tomyfamil HVincentpoor Anintroductionto SignalDetectionandestimation Secondedition With48Illustrations Springer-Verlag NewYorkBerlinHeidelbergLondonParis ADowden TokyoHongKongBarcelonaBudapest CulverBook H.VincentPoor DepartmentofElectricalengineer SchoolofEngineering/AppliedScience PrincetonUniversity EngineeringQue gle Princeton,NJ08544-5263 USA LibraryofCongressCataloging-in-PublicationData Poor.h.vincent Anintroductiontosignaldetectionandestimation/H.vincent P p.cm.-(Springertextsinelectricalengineering) Adowdenculverbook Includesbibliographicalreferencesandindex ISBN0-387941738.-ISBN3-54094173-8(Beri 2.Signaltheory(telecommunication) 3.Estimationtheory.I.Title.II.Series TKs1025P6541994 6213822-dc20 93-21312 c1994,1988byDowdenculver,Inc Allrightsreserved.Thisworkmaynotbetranslatedorcopiedinwholeorinpartwithoutthe writtenpermissionofthecopyrightholder,exceptforbriefexcerptsinconnectionwithreviews orscholarlyanalysis.Useinconnectionwithanyformofinformationstorageandretrieval electronicadaptation,computersoftware,orbysimilarordissimilarmethodologynowknown orhereafterdevelopedisforbidden Theuseofgeneraldescriptivenames,tradenames,trademarks,etc.inthispublication,even iftheformerarenotespeciallyidentified,isnottobetakenasasignthatsuchnames,as understoodbytheTradeMarksandMerchandiseMarksAct,mayaccordinglybeusedfreely byanyone ProductionmanagedbyHalHenglein;manufacturingsupervisedbyJacquiashri Camera-readycopypreparedfromtheauthor'sLatexfile. PrintedandboundbyR.R.DonnelleySons,Harrisonburg,virginia PrintedintheUnitedStatesofAmerica 987654321 ISBN0-387-94173-8Springer-VerlagNewYorkBerlinHeidelberg ISBN3-540-94173-8Springer-VerlagBerlinHeidelbergNewYork PI reface Thepurposeofthisbookistointroducethereadertothebasictheory ofsignaldetectionandestimation.Itisassumedthatthereaderhasa workingknowledgeofappliedprobabilityandrandomprocessessuchas thattaughtinatypicalfirst-semestergraduateengineeringcourseonthese subjects.Thismaterialiscovered,forexample,inthebookbyWong(1983 inthisseries.Moreadvancedconceptsintheseareasareintroducedwhere needed,primarilyinChaptersVIandVIl,wherecontinuous-timeproblems aretreated Thisbookisadaptedfromaone-semester,second-tiergraduatecourse taughtattheUniversityofIlinoisandatPrincetonUniversity.However thismaterialcanalsobeusedforashorterorfirst-tiercoursebyrestricting coveragetoChaptersIthroughv,whichforthemostpartcanbereadwith abackgroundofonlythebasicsofappliedprobability,includingrandom rectorsandconditionalexpectations.Sufficientbackgroundforthelatter optionisgivenforexampleinthebookbyThomas(1986),alsointhis series ThistreatmentisalsosuitableforuseasatextinothermodesFor example,twosmallercourses,oneinsignaldetection(ChaptersIl,Ill, andViandoneinestimation(ChaptersIv,v,andvID,canbetaught fromthematerialsasorganizedhereSimilarlyanintroductory-levelcourse ChaptersIthroughIV)followedbyamoreadvancedcourse(ChaptersV throughvinisanotherpossibility Inpreparingthissecondedition,thesuggestionsandcommentsofmany readershavebeenincorporated.Althoughtheseindividualsaretoonumer oustobelistedhere,theauthorisgratefulfortheirvaluableadvice