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BlitherBoom812 committed May 6, 2024
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$$

$$
\begin{aligned}&P\left(H_1;H_0\right):\text{ 虚警概率}\left(P_{FA},\text{有时简记为}P_F\right)\\&P\left(H_0;H_1\right):\text{ 漏检概率 }\left(P_M\right)\\&P\left(H_1;H_1\right):\text{ 检测概率 }\left(P_D\right)\end{aligned}
\begin{aligned}
&P\left(H_1;H_0\right):\text{ 虚警概率}\left(P_{FA},\text{有时简记为}P_F\right)\\
&P\left(H_0;H_1\right):\text{ 漏检概率 }\left(P_M\right)\\
&P\left(H_1;H_1\right):\text{ 检测概率 }\left(P_D\right)\end{aligned}
$$

要求:在虚警概率一定情况下,使检测概率最大化
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对给定的虚警概率 $P_{FA}=\alpha$ ,使检测概率 $P_D$ 最大的判决为

$$L(x)=\frac{p(x;H_1)}{p(x;H_0)}>\gamma $$
$$
L(x)=\frac{p(x;H_1)}{p(x;H_0)}>\gamma
$$

其中门限由 $P_{FA}=\int_{\lbrace\mathbf{x}:L(\mathbf{x})>\gamma\rbrace}p(\boldsymbol{x};H_0)d\boldsymbol{x}=\alpha$ 决定

其中门限由$P_{FA}=\int_{\{\mathbf{x}:L(\mathbf{x})>\gamma\}}p(\boldsymbol{x};H_0)d\boldsymbol{x}=\alpha$决定

对于信号检测问题:

$$
H_0:\boldsymbol{x}\sim N\left(\boldsymbol{0},\sigma^2\mathbf{I}\right)\\H_1:\boldsymbol{x}\sim N\left(A\mathbf{1},\sigma^2\mathbf{I}\right)
$$


NP 检测器:

$$
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- 从信号处理角度:增加信号预检测积分时间,获得更多的能量用于检测
- 从信息论角度:多的观测数据带来了新的信息


### 最小错误概率准则

$$
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