Patent ID: 7649806

Claim:
A method for detecting a source of signal from the signal received by a detector said received signal being in the form of a data stream y(t, ω) dependent on a discrete time variable t and an observation variable ω, relative to the source, said source being characterized by a state model x(t) with values determined among a finite set {x 1 , . . . , x N } of N values, to which there corresponds a finite set {ω 1 , . . . , ω N } of N values of said observation variable ω, said method producing for each instant t a detection information d(t, x n ), pointing out for each value x n of the state model X(t) if a source was detected, said detection information being produced by calculating for each instant t and for each value x n of the state model a value of a detection criterion Λ n (t) and comparing this value to a predetermined detection threshold, the detection information d(t, x n ) pointing out that a source was detected by a value x n when the values of Λ n (t) calculated for this value x n exceeds the threshold; said method comprising the following steps: a first step wherein, for each instant t the calculation of Λ n (t) is performed in a recursive manner for each state x n , by two different calculation operations conducted simultaneously: a first operation calculating Λ n (t) as a function of the product of the probability P n of the state x n , and of the ratio of the conditional probabilities p 1 and p 0 of the corresponding datum y(t, ω n ) in the absence and in the presence of a signal; a second operation calculating Λ n (t) as a function of the product of one of the N values of the criterion that were calculated at the previous instant t−1, of the probability of transition P n,m between the state x m for which this value was calculated at the instant t−1 and the state x n considered, and of the ratio of the conditional probabilities p 1 and p 0 of the corresponding datum y(t, ω n ) in the absence and in the presence of a signal; the larger of the two calculated values of Λ n (t) being retained as being the value the criterion Λ n (t); a second step wherein the retained value of Λ n (t) is compared to said detection threshold.