Abstract The generalized maximum likelihood algorithm is introduced for detecting the abrupt change in the band center of a fast-fluctuating Gaussian random process with the uniform spectral density. This algorithm has a simpler structure than the ones obtained by means of common approaches and it can be effectively implemented on the base of both modern digital signal processors and field-programmable gate arrays. By applying the multiplicative and additive local Markov approximation of the decision statistics and its increments, the analytical expressions are calculated for the false alarm and missing probabilities. And with the help of statistical simulation it is confirmed that the proposed detector is operable, while the theoretical formulas describing its quality and efficiency approximate satisfactorily the corresponding experimental data in a wide range of parameters of the observable data realization.

中文翻译：

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检测快速波动高斯随机过程频带中心的未知突变

摘要 引入广义最大似然算法检测谱密度均匀的快速波动高斯随机过程的带中心突变。该算法的结构比通过常用方法获得的算法更简单，并且可以在现代数字信号处理器和现场可编程门阵列的基础上有效实现。通过应用决策统计及其增量的乘法和加法局部马尔可夫近似，计算误报和遗漏概率的解析表达式。在统计模拟的帮助下，证实了所提出的检测器是可操作的，