Summary: | The problem of hypothesis testing in the Neyman–Pearson formulation is considered from a geometric viewpoint. In particular, a concise geometric interpretation of deterministic and random signal detection in the philosophy of information geometry is presented. In such a framework, both hypotheses and detectors can be treated as geometrical objects on the statistical manifold of a parameterized family of probability distributions. Both the detector and detection performance are geometrically elucidated in terms of the Kullback–Leibler divergence. Compared to the likelihood ratio test, the geometric interpretation provides a consistent but more comprehensive means to understand and deal with signal detection problems in a rather convenient manner. Example of the geometry based detector in radar constant false alarm rate (CFAR) detection is presented, which shows its advantage over the classical processing method.
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