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 optimu...

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Veröffentlicht in:IEEE transactions on aerospace and electronic systems 1989-03, Vol.25 (2), p.190-196
1. Verfasser: Helstrom, C.W.
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description 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.< >
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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. 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subjects Applied sciences
Closed-form solution
Detection, estimation, filtering, equalization, prediction
Detectors
Distributed computing
Exact sciences and technology
Information, signal and communications theory
Roundoff errors
Signal and communications theory
Signal detection
Signal, noise
Telecommunications and information theory
title Detectability of signals in Laplace noise
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