Detection in Laplace Noise

Abstract

The discrete time detection of a known constant signal in white stationary Laplace noise is considered. Exact expressions describing the performance of both the Neyman-Pearson optimal detector and the suboptimal linear detector are presented. Also, graphs of the receiver operating characteristics are given. The actual performance of the Neyman-Pearson optimal detector is compared to that predicted by a Gaussian approximation to the distribution of the test statistic.