Discrete time robust detection of stochastic signals in non-Gaussian contaminated noise
type: Item
instance of: scholarly article
title: Discrete time robust detection of stochastic signals in non-Gaussian contaminated noise
zbMATH Open document ID: 0624.93066
DOI: 10.1016/0016-0032(87)90370-X
author: M. S. Schnitzer
author: M. W. Thompson
author: Don R. Halverson
published in: Journal of the Franklin Institute
publication date: 1987-01-01T00:00:00Z
review text: For many applications in signal detection, imprecise knowledge of the underlying noise process often makes desirable the employment of a robust detector. In this paper we consider the discrete-time detection of stochastic signals in white noise, where the univariate noise density is known perfectly only on an interval about the origin. We present a method to enhance the asymptotic performance of the detector by exploiting this knowledge, and at the same time preserve robustness properties of the detector to the remaining inexact knowledge of the univariate noise density via a saddlepoint condition. We then provide examples to show that improved performance is indeed obtained.
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 93C55
zbMATH DE Number: 4014584
zbMATH Keywords: robust detector
zbMATH Keywords: discrete-time detection of stochastic signals in white noise
MaRDI profile type: Publication
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full work available at URL: 0016-0032(87)90370-x
OpenAlex ID: W1993613848
description: scientific article; zbMATH DE number 4014584