Locally optimum detection of signals in a generalized observation model: the random signal case

Locally optimum detectors for weak random signals are derived for a generalized observation model incorporating signal-dependent and multiplicative noise. It is shown that the locally optimum random-signal detectors in the generalized observation model are interesting generalizations of those that would be obtained in the purely additive noisy signal model. Examples of explicit results for the locally optimum detector test statistics are given for some typical cases. Both asymptotic and finite sample-size performances of the locally optimum detectors are considered and compared with those of other standard detector structures.<
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