Robust Detection of Signals in Dependent Noise

George V. Moustakides, John B. Thomas

Research output: Contribution to journalArticlepeer-review

7 Scopus citations


The robust detection of signals in additive dependent noise is considered. The solution to the finite-sample problem is obtained when the Bayes risk is used as the performance measure. For the multivariate densities involved we assume that they belong to an c-contamination model. The robust detection structure is shown to be optimum for the least-favorable density and is a censored version of the nominal likelihood ratio.

Original languageEnglish (US)
Pages (from-to)11-15
Number of pages5
JournalIEEE Transactions on Information Theory
Issue number1
StatePublished - 1987
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Information Systems
  • Computer Science Applications
  • Library and Information Sciences


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