  This paper considers the general signal detection and parameter estimation
problem in the presence of colored Gaussian noise disturbance. By modeling the
disturbance with an autoregressive process, we present three signal detectors
with different unknown parameters under the general framework of binary
hypothesis testing. The closed form of parameter estimates and the asymptotic
distributions of these three tests are also given. Given two examples of
frequency modulated signal detection problem and time series moving object
detection problem, the simulation results demonstrate the effectiveness of
three presented detectors.
