Abstract
Design of detectors for strong mixing signals in strong mixing noise is considered, where a large degree of dependency may occur between the signal and noise. Under the criterion of asymptotic relative efficiency, it is shown that this design reduces to determining the solution of an integral equation, where only knowledge of the second order statistics of the randon processes involved is required. In particular, if the signal is independent of the noise and has nonzero mean, the optimal detector is the same as in the known constant signal case. It is also shown that it is possible to delete several regularity conditions which may be difficult to check in practice in the slightly more restrictive case where the maximal correlation coefficients of the signal and noise tend to zero.
Published Version
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