On detection of Gaussian stochastic sequences

Abstract

The problem of minimax detection of Gaussian random signal vector in White Gaussian additive noise is considered. It is supposed that an unknown vector $\boldsymbol{\sigma}$ of the signal vector intensities belong to the given set ${\mathcal E}$. It is investigated when it is possible to replace the set ${\mathcal E}$ by a smaller set ${\mathcal E}_{0}$ without loss of quality (and, in particular, to replace it by a single point $\boldsymbol{\sigma}_{0}$).