Asymptotic memoryless discrete-time detection of -mixing signals in -mixing noise (Corresp.)

In this correspondence we consider the design of memoryless discrete-time detectors for a -mixing signal in -mixing noise, where a large degree of dependency may exist between the signal and the noise. The fidelity criterion is taken to be the asymptotic relative efficiency, and it is shown that with this fidelity criterion the nonlinearity in the optimal detector can be found as the solution of an integral equation in which knowledge of only the second-order statistics of the random processes involved is required.