Posted by **Anonymous** on Saturday, November 20, 2010 at 1:15pm.

Problem:

In certain signal detection problems (e.g. radar or sonar) the probability of false alarm (FA) (i.e., of saying that a certain signal is present in the data when it actually is not) is given by:

∞

pFA = ∫ _______1_______ x^p/2-1 e-x/2 dx

η Γ(p/2) 2^p/2

Eq. 1.1

where η is called the detection threshold. If p is an even number, it can be shown that the Eq. 1.1 reduces to the finite series

(p/2)-1

pFA = e^(-1/2 η) Σ (1/k!)(η/2)^k

k=0

The detection threshold η is a very important design parameter in signal detectors. Often it is desired to specify an acceptable value for pFA (where 0 < pFA < 1), and then it is necessary to solve nonlinear equation (Eq 1.2) for η. Let p = 6. Use the bisection method to find η for pFA = 0.001. Use a tolerance of 0.00001.

Comment:

I just need to verify if the equation I'm going to use in bisection method is

0.001=(e^(1/2(n)))(1/0)(n/2)^0+(1/1)(n/2)^1+(1/2)(n/2)^2

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