### Abstract

The problem of detecting a wide-sense stationary Gaussian signal process embedded in white Gaussian noise, where the power spectral density of the signal process exhibits uncertainty, is investigated. The performance of minimax robust detection is characterized by the exponential decay rate of the miss probability under a Neyman-Pearson criterion with a fixed false alarm probability, as the length of the observation interval grows without bound. A dominance condition is identified for the uncertainty set of spectral density functions, and it is established that, under the dominance condition, the resulting minimax problem possesses a saddle point, which is achievable by the likelihood ratio tests matched to a so-called dominated power spectral density in the uncertainty set. No convexity condition on the uncertainty set is required to establish this result.

Original language | English (US) |
---|---|

Title of host publication | 2010 IEEE International Symposium on Information Theory, ISIT 2010 - Proceedings |

Pages | 1628-1632 |

Number of pages | 5 |

DOIs | |

State | Published - Aug 23 2010 |

Event | 2010 IEEE International Symposium on Information Theory, ISIT 2010 - Austin, TX, United States Duration: Jun 13 2010 → Jun 18 2010 |

### Publication series

Name | IEEE International Symposium on Information Theory - Proceedings |
---|---|

ISSN (Print) | 2157-8103 |

### Other

Other | 2010 IEEE International Symposium on Information Theory, ISIT 2010 |
---|---|

Country | United States |

City | Austin, TX |

Period | 6/13/10 → 6/18/10 |

### All Science Journal Classification (ASJC) codes

- Theoretical Computer Science
- Information Systems
- Modeling and Simulation
- Applied Mathematics

## Fingerprint Dive into the research topics of 'On minimax robust detection of stationary Gaussian signals in white Gaussian noise'. Together they form a unique fingerprint.

## Cite this

*2010 IEEE International Symposium on Information Theory, ISIT 2010 - Proceedings*(pp. 1628-1632). [5513375] (IEEE International Symposium on Information Theory - Proceedings). https://doi.org/10.1109/ISIT.2010.5513375