ROBUST MINIMUM DISTANCE NEYMAN-PEARSON DETECTION OF A WEAK SIGNAL IN NON-GAUSSIAN NOISE

摘要

In practice, noise distributions usually are not Gaussian and may vary in a wide range from light-tailed to heavy-tailed forms. To provide robust detection of a weak signal, a max-imin in the Huber sense Neyman-Pearson detector based on the minimum distance between the signal and observations is designed. Explicit formulas for the power of detection and the false-alarm probability are derived.The maximin detectors are written out for the classes of nondegenerate, with a bounded variance and contaminated Gaussian noise distributions along with some numerical results on their performance.