In this thesis, the performance characteristics of various detection schemes including the locally optimum detector and other detectors for weak signal detection problems are investigated. To examine the performance characteristics of various detectors, asymptotic and finite sample-size performance characteristics are considered. Not only Gaussian distribution but also Cauchy and Student``s t distribution are considered as noise distributions in the consideration of asymptotic performance characteristic. In finite sample-size performance charcteristic comparison the thresholds of detectors for a given false-alarm probability and the detection probabilities of detectors subject to the false-alarm probability are obtained by Monte-Carlo simulations. As observation models both the conventional and a generalized observation model which allows us to treat weak composite signals in purely additive noise or non-additive noise are used.