Detection in Incompletely Characterized Colored Non-Gaussian Noise via Parametric Modeling
Rept. for Aug 1984-Jul 1986
RHODE ISLAND UNIV KINGSTON DEPT OF ELECTRICAL ENGINEERING
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The problem of detecting a signal known except for amplitude in incompletely characterized colored non gaussian noise is addressed. The problem is formulated as a testing of composite hypotheses using parametric models for the statistical behavior of the noise. A generalized likelihood ratio test is employed. It is shown that for a symmetric noise probability density function the detection performance is asymptotically equivalent to that obtained for a detector designed with a priori knowledge of the noise parameters. Non gaussian distributions of the noise are found to be more favorable for the purpose of detection as compared to the Gaussian distribution.
- Statistics and Probability