Nonparametric algorithms for the search of signals

Abstract

Two algorithms for the search of signals in noise are constructed. Two independent measurable properties of a discreet time-dependent stochastic process F are described. The functions A sub K and B sub K fully satisfy conditions for the application of a test based on Spearman's rank correlation coefficient. A statistic to which the one-sided signal test can be applied is constructed under sufficiently natural assumptions about the noise process. The constructed statistics are simplified. Processing results from calculations of statistics constructed for concrete processes are presented.