Detection of a common non-Gaussian signal in two sensors using the bootstrap

Abstract

Tugnait (1993) has used the cross bispectrum to detect non-Gaussian signals common to two sensors when the noise in each sensor is either mutually independent or has vanishing bispectra. However the detection methods presented assume enough data are available for asymptotic results to apply. If this assumption is not valid then the performance of the detection methods will be degraded. In this paper we propose a detection scheme based on the bootstrap that handles the small data size case. Unlike other bispectrum based techniques, the proposed scheme maintains the nominal test level while achieving high power. Simulation examples are given and the performance of the bootstrap based method is compared with a method proposed by Tugnait.