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Non-Gaussian Observations

Module by: Don Johnson. E-mail the author

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The term non-Gaussian has a connotation similar to that of "non-linear;" rather than meaning those problems which are not simple (the simple ones being the Gaussian or linear ones), these terms refer instead to the general problem - all possible stationary random sequences or all systems. In general, "non-Gaussian detection theory" makes no assumption as to the specific form of the noise amplitude distribution (Kassam). This generality mimics situations where the additive noise is variable, having an unpredictable structure which makes a priori models of the noise difficult to justify. This section describes detection algorithms that make few assumptions about the joint probability density function of the noise amplitudes at several samples. For simplicity, the noise sequence is assumed in sequel to be white.

References

  1. S.A. Kassam. (1988). Signal Detection in Non-Gaussian Noise. New York: Springer-Verlag.

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