Robust sequential detection of signals in noise
Authors:
- A. El-SawyAEA. El-Sawy
- V. VandeLindeVVV. VandeLinde
- 1 May 1979
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 25 (3) , 346-353
Abstract
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 byF= \{ f: \int_{-a}^{a} f( x) dx = p, fsymmetric and contiauous at\pma \}. Furthermore the savings in the expected sample size over some nonsequential receivers are calculated.Keywords
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