This book contains a unified treatment of a class of problems of signal
detection theory. This is the detection of signals in addi- tive noise
which is not required to have Gaussian probability den- sity functions
in its statistical description. For the most part the material developed
here can be classified as belonging to the gen- eral body of results of
parametric theory. Thus the probability density functions of the
observations are assumed to be known, at least to within a finite number
of unknown parameters in a known functional form. Of course the focus is
on noise which is not Gaussian; results for Gaussian noise in the
problems treated here become special cases. The contents also form a
bridge between the classical results of signal detection in Gaussian
noise and those of nonparametric and robust signal detection, which are
not con- sidered in this book. Three canonical problems of signal
detection in additive noise are covered here. These allow between them
formulation of a range of specific detection problems arising in
applications such as radar and sonar, binary signaling, and pattern
recognition and classification. The simplest to state and perhaps the
most widely studied of all is the problem of detecting a completely
known deterministic signal in noise. Also considered here is the
detection random non-deterministic signal in noise. Both of these situa-
of a tions may arise for observation processes of the low-pass type and
also for processes of the band-pass type.