A Nonparametric Method for Random Signal Detection in Signal-Dependent Noise : Two-Sample Case
Chang-Bae Kim, Ik-Ho Song, Jinsu Bae · 2003
The asymptotic performance of the two-sample locally optimum rank detector for random signals buried in signal-dependent noise and additive noise is consigered in this paper. It is shown that the locally optimum rank detector, a nonparametric detector, has reasonable asymptotic performance for a class of correlated random signals, compared with the locally optimum detector. It is noteworthy that the the two-sample locally optimum rank detector perform almost the same with the one-sample locally optimum rank detector.