On the Performance of a Modified Sign Detector for M-Dependent Data.

Abstract : A nonparametric detection scheme, the modified sign detector, may be applied to the discrete time detection of a constant signal in additive m-dependent noise. It is shown how the optimal block size for this detector may be selected for two fidelity criteria, one based on a finite number of samples and the other on the asymptotic limit. These results may then be used to exhibit examples of cases where a small block length is indicated by the finite sample criterion, whereas a large block length is indicated by the asymptotic criterion. (Author)