A Gaussian mixture representation of non-Gaussian noise is propagated through an LTI estimator, yielding a numerical formula for the false alarm rate of a chi-squared detector as a function of its threshold.
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Generalized chi-squared detector for LTI systems with non-Gaussian noise
A Gaussian mixture representation of non-Gaussian noise is propagated through an LTI estimator, yielding a numerical formula for the false alarm rate of a chi-squared detector as a function of its threshold.