Robust sequential detection of signals in noise
A. El-Sawy, V. David VandeLinde · IEEE Transactions on Information Theory · 1979
A problem in the sequential detection of weak signals in additive noise is solved under the assumption that the unknown noise density function is a member of some known class of symmetric densities. Two general approaches to the design of receivers which are asymptotically most robust in a minimax sense are established. A comparison between the two methods is provided for the special case when the noise density class is defined byF= \{ f: \int_{-a}^{a} f( x) dx = p, fsymmetric and contiauous at\pma \}. Furthermore the savings in the expected sample size over some nonsequential receivers are calculated.