Signal Detection and Estimation, Second Edition

We now generalize the concepts developed for binary hypothesis to M hypothesis. In this case, the decision space consists of, at most, ( M ?1) dimensions.
The problem may be characterized as follows
where S k ( t) is a known deterministic signal with energy E k, such that
and W( t) is an additive white Gaussian noise process with mean zero and power spectral density N 0 / 2, or of covariance (autocorrelation) function
The M signals may be dependent and correlated with autocorrelation coefficients
As before, we need to find a set of orthonormal basis functions in order to expand the received process Y( t); that is W( t) into the Karhunen-Lo ve expansion, since C yy( t,u) = C ww( t,u).
Using the Gram-Schmidt orthogonalization procedure, we can find a set of Kbasis functions, K ? M, if only K signals { s k( t)} are linearly independent out of the original M signals. Once the complete set of K orthonormal functions { ? t( j)}, j = 1,2, , K, are obtained, we generalize the corresponding coefficients by
From (10.29), the signals S k( t), k = 1,2, , M, may be written as
where S kj is as defined in (8.36). Substituting (10.94) into...