A three-element detector, consisting of an

filter with time constant

, a hard limiter, and finally an

filter with time constant

, is considered. The detector is stimulated by a nonzero-mean white Gaussian noise input, and the system output is observed. A Markov assumption on the hard limiter output leads to a closed-form expression for the output density, which is verified to be close to the actual output density of the detector by computer simulations.