Evaluating the Detectability of Gaussian Stochastic Signals by Steepest Descent Integration

It is shown how to compute the detection probability of certain signals by numerical integration of the Laplace inversion integral involving the characteristic function or the moment-generating function of the detection statistic. The contour of integration is taken as the path of steepest descent of the integrand and is determined numerically as the integration proceeds. The method is applied to calculating the performance of the optimum detector of a Gaussian stochastic signal in white noise when the signals actually present have a different average s.n.r. from that assumed in the design. Results are presented for narrowband signals with Lorentz and rectangular spectral densities. The detectability of the former is shown to be more sensitive than that of the latter to the value of the design s.n.r. The relative disadvantage of the threshold detector, also assessed by this method, is smaller for signals with a rectangular than for those with a Lorentz spectral density.