On singlesample robust detection of known signals with additive unknownmean amplitudebounded random interference
Abstract
The singlesample robust decision problem for known signals in additive unknownmean amplitudebounded random interference is investigated. The approach is based on the generalized Lagrange multiplier theory for infinitedimensional linear spaces. For the probabilityoferror performance measure (Bayes risk) and equally likely binary signaling both minimax and maximin subproblems are formulated and solved explicitly. There is no nonrandomized saddlepoint solution. Moreover, the respective solutions are not unique and the classes of maximin and minimax decision rules are not disjoint. A uniform density and its optimal decision rule are shown to yield performance slightly less than the maximin value.
 Publication:

NASA STI/Recon Technical Report A
 Pub Date:
 March 1980
 Bibcode:
 1980STIA...8032610M
 Keywords:

 Lagrange Multipliers;
 Minimax Technique;
 Optimal Control;
 Random Noise;
 Signal Detection;
 Stochastic Processes;
 Communication Theory;
 Error Analysis;
 Performance Prediction;
 Probability Theory;
 Reliability Engineering;
 Statistical Decision Theory;
 Transmission Efficiency;
 Communications and Radar