Title :
Robust detection of signals in dependent noise
Author :
Moustakides, George V. ; Thomas, John B.
fDate :
1/1/1987 12:00:00 AM
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;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1987.1057252
