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Non-parametric adaptive locally asymptotically optimum detection in additive noise. (English) Zbl 1084.94008

Summary: A new approach to non-parametric signal detection with independent noise sampling is presented. The present approach is based on the locally asymptotically optimum (LAO) methodology, which is valid for vanishingly small signals and very large sample sizes, and on semi-parametric statistics. Its unique feature and essential difference from other techniques is that LAO non-parametric detectors are optimum according to the Neyman-Pearson criterion by being asymptotically uniformly most powerful at false alarm level \(\alpha\) (AUMP (\(\alpha\))) and adaptive in the sense that no loss in Fisher’s information number is incurred when the underlying noise process is no longer parametrically defined. Accordingly, they are robust against deviations from the postulated noise model and, unlike other non-parametric detectors, are distribution-free under both hypotheses \(H_{0}\) (“noise only present”) and \(H_{1}\) (“signal and noise present”). Non-parametric LAO detectors are derived from an asymptotic stochastic expansion of the log-likelihood ratio for coherent and narrowband incoherent “on — off” signals. Moreover, under the present framework it is shown that, in direct contrast to already known results, the non-parametric sign detector is AUMP \((\alpha)\) and adaptive even for non-constant signal samples.

MSC:

94A13 Detection theory in information and communication theory
62H12 Estimation in multivariate analysis
62H15 Hypothesis testing in multivariate analysis
Full Text: DOI

References:

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