Solution C=Co P(HO)P(HoIHo)+GIo P(HO)P(H,Ho) +Cor P(H1)P(HolH)+CuP(HP(H,H) coOP(HO P(Ho)dr+Co P(Ho)P(IHo)dr CorP(HDJ P(rIH,)dr+G, P(HJ.P(lH,dr CoO P(HO P(IHo)dr+ P(Ho)-CoP(HOJ P()dr +C Pch PUrh.dr+C Plh )-,P(H) P(H, dr R cnP()+c1P(H1)+[P(H1)(cm-)P(r)-P(H)cn-cm)P() R const+|。f(r)dx= const+∑f()r r∈R o Min c→将所有r)<0的r均放入判决区R,且R不包括任何fr)>0的r °反证法证明 存在某个满足fr)<0的属于R1,将其放入R后的代价C=C+fr)Ar<C 存在某个满足(n)>0的rk属于R0,将其放入R1后的代价C=C-f(r)△r<C 信号检测与估值2016年春 10信号检测与估值 2016年春 季 10 Solution Min C→将所有f(ri )<0的ri均放入判决区R0，且R0不包括任何f(ri )>0的ri 反证法证明 ➢ 存在某个满足f(rk )<0 的rk属于R1，将其放入R0后的代价C’=C+ f(rk )Δrk<C ➢ 存在某个满足f(rk )>0 的rk属于R0，将其放入R1后的代价C’=C- f(rk )Δrk<C ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) 0 1 0 1 0 0 0 00 0 0 0 10 0 1 0 01 1 0 1 11 1 1 1 00 0 0 10 0 0 01 1 1 11 1 1 00 0 0 10 0 10 0 0 01 1 1 11 1 | R R R R R R R C c P H P H H c P H P H H c P H P H H c P H P H H c P H P r H dr c P H P r H dr c P H P r H dr c P H P r H dr c P H P r H dr c P H c P H P r H dr c P H P r H dr c P H = + + + = + + + = + − + +        ( ) ( ) ( ) ( ) ( )( ) ( ) ( )( ) ( ) 0 0 0 0 11 1 1 10 0 11 1 1 01 11 1 0 10 00 0 ( ) ( ) i R R i i R r R c P H P r H dr c P H c P H P H c c P r H P H c c P r H dr const f r dx const f r r  − = + + − − −     = + = +     