On robust detection of discrete-time stochastic signals |
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| Authors: | HV Poor M Mami JB Thomas |
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| Institution: | Department of Electrical Engineering and Coordinated Science Laboratory, University of Illinois at Urbana-Champaign, Urbana, IL 61801, USA;Boeing Aerospace Corporation, Kent, WA 98031, USA;Department of Electrical Engineering and Computer Science, Princeton Univer- city, Princeton, NJ 08540, USA |
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| Abstract: | The problem of designing robust systems for the detection of stochastic signals in noise is considered for the large-sample-size, small-signal case. By applying two previously-established models for the detection of stochastic signals, known results for the robust detection of deterministic signals are extended on a limited basis to the stochastic- signal case. The proposed detectors are seen to be robust over a class of possible noise statistics, based on a Huber-Tukey mixture model, which contains noises characterized by heavy-tailed probability density functions. In addition, numerical results are presented which verify the robustness property of the proposed detectors over wider classes of noise mixtures. |
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