An Upper Bound on Detection Probability for Fluctuating Signals

In the theory of signal detectability, the signal-to-noise ratio (SNR), defined as the quotient of the average received signal energy and the spectral density of the white Gaussian noise, is a fundamental parameter. For a signal which is exactly known, or known except for a random phase, this ratio uniquely defines the detection performance which can be achieved with a matched filter receiver. However, when the signal amplitude is a random parameter, the detection performance is changed and must be determined from the probability density function (pdf) of the amplitude. Relative to the case of a constant signal amplitude, such signal amplitude fluctuation usually degrades performance when a high probability of detection (Pd) is required, but improves performance at low values of Pd; the corresponding change in the required SNR is the so-called signal fluctuation loss Lf. Thus, since Lf in some cases represents an improvement in performance for low values of Pd, a question of at least theoretical interest is: how large might this improvement be, when the class of all signal amplitude pdf´s is considered. The solution, presented here, results in a lower bound on the signal fluctuation loss Lf as a function of Pd, or equivalently an upper bound on Pd as a function of SNR. The corresponding most favorable pdf was determined using the Lagrange multiplier technique and results of a numerical maximization are included to provide insight into the general properties of the solution.