Coherent detection in Laplace noise

The discrete-time detection of a time-varying, additive signal in independent Laplace noise is considered. Previous efforts in this area have been restricted to the constant signal, and identically distributed noise case. Theoretical (closed form) expressions for the false alarm and detection probabilities are developed for both the Neyman-Pearson optimal detector and the classical matched filter detector. Comparisons between the two detectors are made which illustrate the effects of signal-to-noise power ratio and sample size for certain false alarm and detection probability constraints. In view of the fact that the optimal Laplace detector is not UMP, we also investigate the effect of signal amplitude mismatch.>