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Robust sequential detection of signals in noise

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2 Author(s)

A problem in the sequential detection of weak signals in additive noise is solved under the assumption that the unknown noise density function is a member of some known class of symmetric densities. Two general approaches to the design of receivers which are asymptotically most robust in a minimax sense are established. A comparison between the two methods is provided for the special case when the noise density class is defined by F = \bigg\{ f: \int_{-a}^{a} f(x) dx = p, f symmetric and contiauous at \pm a } . Furthermore the savings in the expected sample size over some nonsequential receivers are calculated.

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Information Theory, IEEE Transactions on  (Volume:25 ,  Issue: 3 )