Performance analysis of detectors in additive and multiplicative noise

Abstract

Performance characteristics of the locally optimum detector for composite signals in additive and multiplicative noise are investigated. A generalized model with which we can represent the effect of multiplicative noise as well as that of additive noise is considered for a signal detection problem. The signal considered here is a composite signal which contains both deterministic and stochastic signal components. To illustrate the performance of the locally optimum detector, finite sample-size performance characteristics of the locally optimum detector are obtained and compared with those of other detectors.