US Patent 7649806 Markov sequential detector

The initial detection of a signal of interest in a data stream involves transmitting a signal received by a sonar or a radar to signal detection equipment wherein a signal of interest is characterized by a state model x(t) with values in a finite set {x1, . . . , xN}, to which there corresponds a finite set {ω1, . . . , ωN} of N values of an observation variable ω, characteristic of this signal. To detect the signal of interest a detection criterion Λn(t) is simultaneously calculated in two different ways. The larger of the two calculated values is assigned to the criterion of Λn(t) which is then compared with a detection threshold.