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Preview of Chernoff Bounds
🔗 Source: lanterman.ece.gatech.edu
📊 Size: 39 KB
📄 Pages: 4 pages
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Summary

Chernoff bounds are used to find easy-to-compute, analytic bounds on error probabilities in signal detection and estimation. The moment generating function is utilized to derive these bounds, which are then optimized to find the tightest bound. The Chernoff bound for the probability of false alarm (PFA) is given by exp[−sµ(γ)] and for the probability of miss (PM) is given by exp[−sµ(γ) + s]. The bounds are useful when the likelihood ratio can be easily described by its moment generating function. Asymptotic analysis shows that in some cases, the bounds can be approximated using Gaussian or upper bound approximations.

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Chernoff bounds are used to find easy-to-compute, analytic bounds on error probabilities in signal detection and estimation.

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  • File Format: PDF
  • File Size: 39 KB
  • Pages: 4
  • Language: EN
  • Total Downloads: 137
  • Last Updated: 1 week ago

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