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Comparison of stochastic processes used in sonar detection models

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  • Bernard J. McCabe

Abstract

In any model for a sonar detection process, some assumption must be made about the nature of the acoustic fluctuation process. Two processes that are widely used in this role are the jump process and the Gauss‐Markov process. These processes are similar in that they are both stationer) Markov processes and have autocovariance functions of the form s̀2exp(—γt). For these reasons, it might be believed that one could use either of these processes and get comparable results if all one is interested in is computing cumulative detection probabilities or mean time to gain or lose contact. However, such is not the case in that vastly different results can be obtained in some applications. An application of this sort is presented. We also present necessary and sufficient conditions for a threshold to have the property that it is almost surely crossed by the jump process, or by the Gauss‐Markov process. This affords another method of comparison.

Suggested Citation

  • Bernard J. McCabe, 1974. "Comparison of stochastic processes used in sonar detection models," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 21(4), pages 673-682, December.
    • Handle: RePEc:wly:navlog:v:21:y:1974:i:4:p:673-682
    DOI: 10.1002/nav.3800210411
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