Robust sequential detection of signals in noise

A problem in the sequential detection of weak signals in additive noise is solved under the assumption that the unknown noise density function is a member of some known class of symmetric densities. Two general approaches to the design of receivers which are asymptotically most robust in a minimax sense are established. A comparison between the two methods is provided for the special case when the noise density class is defined by symmetric and contiauous at . Furthermore the savings in the expected sample size over some nonsequential receivers are calculated.