Abstract
The purpose of this paper is to present a new approach to an early decision-making for detecting the signal in random noise by focussing our attention on the initial time estimate when the signal to be detected is applied.
The problem is mathematically stated within the framework of Itô stochastic calculus. The key notion of early decision-making presented here is an application of the multiple hypothesis testing which leads us to compute the likelihood-ratio function. Aspects of the procedure and numerical experiments are also shown by processing real data.
