Derivation and analysis of a least mean square filter

  • Authors:
  • I. B. Schwartz

  • Affiliations:
  • U.S. Naval Research Laboratory, Code 6522, Washington, DC 20375-5000, U.S.A.

  • Venue:
  • Mathematical and Computer Modelling: An International Journal
  • Year:
  • 1990

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Abstract

This paper derives a 3-D (spatio-temporal) filter designed to detect a known signal in an unknown but smoothly varying background. When the background is assumed to be correlated Gaussian, a multivariate statistical formulation of the filter is presented. The probability of false alarm for the filter operating in such a background is derived.