Robust locally optimum detection of signals in dependent noise

Abstract

A robust locally optimum detector of a signal embedded in additive dependent nonGaussian noise is presented. The performance criterion is Bayes risk, the sample size is finite, and the uncertainty class of multivariate inputs is the in -contamination model. The locally optimum detector is shown to be a censored version of the nominal likelihood ratio.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>