Detection with the scan and the average likelihood ratio

Understand

We investigate the performance of the scan (maximum likelihood ratio statistic) and of the average likelihood ratio statistic in the problem of detecting a deterministic signal with unknown spatial extent in the prototypical univariate sampled data model with white Gaussian noise.

• Our results show that the scan statistic, a popular tool for detection problems, is optimal only for the detection of signals with the smallest spatial extent.
• For signals with larger spatial extent the scan is suboptimal, and the power loss can be considerable.
• In contrast, the average likelihood ratio statistic is optimal for the detection of signals on all scales except the smallest ones, where its performance is only slightly suboptimal.