DocumentCode
942345
Title
Robust detection of signals in dependent noise
Author
Moustakides, George V. ; Thomas, John B.
Volume
33
Issue
1
fYear
1987
fDate
1/1/1987 12:00:00 AM
Firstpage
11
Lastpage
15
Abstract
The robust detection of signals in additive dependent noise is considered. The solution to the finite-sample problem is obtained when the Bayes risk is used as the performance measure. For the multivariate densities involved we assume that they belong to an e-contamination model. The robust detection structure is shown to be optimum for the least-favorable density and is a censored version of the nominal likelihood ratio.
Keywords
Bayes procedures; Robustness; Signal detection; Additive noise; Costs; Density measurement; Detectors; Noise robustness; Random variables; Signal detection;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1987.1057252
Filename
1057252
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