Detectability of signals in Laplace noise

Closed-form expressions for the false-alarm and detection probabilities attained by the optimum and the linear detectors of a positive signal in n independent samples of noise having a bilateral exponential or Laplace distribution require lengthy computation when n is large, and those for the optimum detector suffer from round-off error because their terms alternate in sign. It is shown how the method of saddlepoint integration can be conveniently applied to compute these probabilities, and numerical comparisons of the accuracies of the methods are presented. The relative efficiency of the two detectors is calculated as a function of n and found to approach the asymptotic value of 2 very slowly.< >