COMPARISON OF KNOWN SIGNAL-DETECTION SCHEMES UNDER A WEAKLY DEPENDENT NOISE MODEL

Abstract

The authors consider the discrete-time signal detection problem under the presence of additive noise exhibiting weak dependence. They first propose a weakly dependent noise model, in which the additive noise is modelled as a moving average process. They derive the locally optimum, memoryless, and one-memory detector test statistics under the model. The asymptotic performance of the one-memory detector is compared with that of the locally optimum and memoryless detectors. Specific examples for the asymptotic performance comparison of these detectors are considered. The authors also investigate the finite sample-size performance of several detectors through Monte-Carlo simulation. It is observed that the one-memory detector can achieve almost optimum performance at the expense of only one memory unit under the weakly dependent noise model, and is rather insensitive to slight model change.