Signal Detection in the Presence of Weakly Dependent Noise. Part II. Robust Detection.
Abstract
The problem of designing robust systems for detecting constant signals in the presence of weakly dependent noise with uncertain statistics is considered. A moving-average representation is used to model the dependence structure of the noise process, with the degree of dependence being parameterized by the averaging weights. Weak dependence is then modeled as the situation in which quantities depending to second or higher order on the averaging weights can be considered to be negligible. Uncertainty in the noise statistics is introduced within this framework by allowing a general type of uncertainty in the univariate statistics of the independent sequence that drives the moving average. To find robust detectors for signals in this type of weakly dependent noise environment, related results concerning robust location estimation in an analogous dependent situation are applied to modify a robust detection system for the corresponding independent-noise case.
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1981
- Accession Number
- ADA124440
Entities
People
- Vincent Poor
Organizations
- University of Illinois Urbana–Champaign