Abstract

The asymptotic performance of the two-sample locally optimum rank detector for random signals buried in signal-dependent and additive noise is considered in this paper. It is shown that the locally optimum rank detector, a nonparametric detector, has reasonable asymptotic performance for a class of correlated random signals, compared with that of the locally optimum detector, and that the two-sample locally optimum rank detector performs asymptotically the same as the one-sample locally optimum rank detector.

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