Helstrom C.W. Statistical Theory of Signal Detection

Pergamon Press. 1968. - 476 p.
THE present work is intended as an elementary introduction to the theory of statistical testing of hypotheses as applied to the detection of signals in radar and communications technology. We have tried to steer a middle course, in the hope of making the book useful to both the mathematician and the engineer. In behalf of the former we have tried to present the application of decision theory to problems in signal detection without burdening him with technical details of radar and communications practice. For the latter we introduce statistical decision theory stripped of mathematical subtleties that often make texts and papers on the subject uninviting. The engineer will miss the practical embodiment of the theory and may long for a circuit diagram or two. The mathematician will object to the violence that has been done to much delicate theory and will point to certain oversimplifications (in particular, the concept of randomization has been deliberately omitted). Our intention, however, has been to convey to each some feeling for the subject, so that each can exploit it for his own purposes.