Locally optimum detector for correlated random signals in a weakly dependent noise model

Abstract

In this paper, we consider a discrete-time random signal detection problem under the presence of additive noise exhibiting weak dependence. We derive the test statistic of the locally optimum detector under a weakly dependent noise model. The performance characteristic of the locally optimum detector is analyzed and compared with that of the square-law detector in term of asymptotic relative efficiency. (C) 1999 Elsevier Science B.V. All rights reserved.