Robust detection of signals in dependent noise
- 1 January 1987
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 33 (1) , 11-15
- https://doi.org/10.1109/tit.1987.1057252
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
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