Chapter III.
Elements of Signal Detection Theory
The model for signal detection
Figure 1: Signal detection model
I Contents:
I Information source: generates messages an with probabilities p(an )
I Modulator: transmits a signal sn (t) for message an
I Channel: adds random noise
I Sampler: takes samples from the signal sn (t)
I Receiver: decides what message an has been transmitted
Example
I A simple case (binary):
I two messages a0 and a1
I signals are constants (i.e. 0 for a0 , 5 for a1 )
I take just 1 sample
I decide: compare with a threshold
I General case: many messages, various signals, more samples (or
continuous)
Detection for the binary case
I Receiver guesses between two hypotheses:
I H0 : a0 has been transmitted
I H1 : a1 has been transmitted
I The sample r = s + n
I if more samples, then they are vectors →
−
r =→
−
s +→
−
n
I Decision based on regions:
I if r in region R0 , then decide D0 : was a0
I if r in region R1 , then decide D1 : was a1
I for single sample, regions are intervals: below/above the threshold
I for 2 samples: regions are areas in a 2D plane, etc.
I Possible errors:
I false alarm: was a0 , but decided D1
I probability is P(D1 ∩ a0 )
I miss: was a1 , but decided D0
I probability is P(D0 ∩ a1 )
Minimum risk (cost) criterion
I How to choose the threshold? We need criteria
I In general: how to delimit regions Ri ?
I Minimum risk (cost) criterion: assign costs to decisions, minimize
average cost
I Cij = cost of decision Di when symbol was aj
I C00 = cost for good a0 detection
I C10 = cost for false alarm
I C01 = cost for miss
I C11 = cost for good a1 detection
I The risk = the average cost
R = C00 P(D0 ∩ a0 ) + C10 P(D1 ∩ a0 ) + C01 P(D0 ∩ a1 ) + C11 P(D1 ∩ a1 )
I Minimum risk criterion: minimize the risk R
Computations
I Proof on table:
I Use Bayes rule
I Notations: w (rR |aj ) (likelihood)
I Probabilities: Ri w (r |aj )dV
I Conclusion, decision rule is
w (r |a1 ) (C10 − C00 )p(a0 )
≷
w (r |a0 ) (C01 − C11 )p(a1 )
Λ(r ) ≷ K
I Interpretation: effect of costs, probabilities (move threshold)
I Can also apply logarithm (useful for normal distribution)
ln Λ(r ) ≷ ln K
I Example at blackboard: random noise with N(0, σ 2 ), one sample
Ideal observer criterion
I Minimize the probability of decision error Pe
I definition of Pe
I Particular case of minimum risk, with
I C00 = C11 = 0 (good decisions bear no cost)
I C10 = C01 (pay the same in case of bad decisions)
w (r |a1 ) p(a0 )
≷
w (r |a0 ) p(a1 )
Maximum likelihood criterion
I Particular case of above, with equal probability of messages
w (r |a1 )
≷1
w (r |a0 )
w (r |a1 )
ln ≷0
w (r |a0 )
I Example at blackboard: random noise with N(0, σ 2 ), one sample
I Example at blackboard: random noise with N(0, σ 2 ), two samples