Some Results on Asymptotic Memoryless Detection in Strong Mixing Noise.
TEXAS UNIV AT AUSTIN DEPT OF ELECTRICAL ENGINEERING
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In this work we consider the discrete time detection of strong mixing signals in strong mixing noise, and we allow a large degree of dependency to exist between the signal and the noise. We investigate the memoryless detector which is optimum in the sense of the asymptotic relative efficiency. It is shown that the design of this detector reduces to the solution of an integral equation in which knowledge of only the second-order statistics of the random processes involved is required. Author
- Statistics and Probability