Signal Detection in Non-Gaussian Noise

This book contains a unified treatment of a class of problems of signal detection theory. This is the detection of signals in additive noise which is not required to have Gaussian probability density functions in its statistical description. For the most part the material developed here can be classified as belonging to the general body of results of parametric theory. Thus the probability density functions of the observations are assumed to be known, at least within a finite number of unknown p…