A Detection Scheme for Dependent Noise Processes |
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| Authors: | DR Halverson GL Wise |
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| Institution: | Department of Electrical Engineering and Electronics Research Center, Univer- sity of Texas, Austin, Texas 78712, USA U.S.A. |
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| Abstract: | In this paper the problem of memoryless discrete time detection of a constant signal in additive φ-mixing noise is considered. The fidelity criterion is taken to be the asymptotic relative efficiency. The optimal detector nonlinearity is approximated by a polynomial, and the statistical knowledge required for the design of the detector is the family of joint moments of the noise, resulting in a very simple design procedure for the detector. It is shown that the performance of this detector can be made arbitrarily close to that of the optimal memoryless detector for a large class of noises. |
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