Combining information from weak sources, such as known pulsars, for gravitational wave detection, is an attractive approach to improve detection efficiency. We propose an optimal statistic for a general ensemble of signals and apply it to an ensemble of known pulsars. Our method combines $\mathcal F$-statistic values from individual pulsars using weights proportional to each pulsar's expected optimal signal-to-noise ratio to improve the detection efficiency. We also point out that to detect at least one pulsar within an ensemble, different thresholds should be designed for each source based on the expected signal strength. The performance of our proposed detection statistic is demonstrated using simulated sources, with the assumption that all pulsars' ellipticities belong to a common (yet unknown) distribution. Comparing with an equal-weight strategy and with individual source approaches, we show that the weighted-combination of all known pulsars, where weights are assigned based on the pulsars' known information, such as sky location, frequency and distance, as well as the detector sensitivity, always provides a more sensitive detection statistic.
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