DocumentCode :
891322
Title :
Signal detection in fractional Gaussian noise
Author :
Barton, Richard J. ; Poor, H. Vincent
Author_Institution :
Dept. of Electr. & Comput. Eng., Illinois Univ., Urbana, IL, USA
Volume :
34
Issue :
5
fYear :
1988
fDate :
9/1/1988 12:00:00 AM
Firstpage :
943
Lastpage :
959
Abstract :
Several results related to the reproducing kernel Hilbert space of fractional Brownian motion are presented to facilitate the study of signal detection in additive fractional Gaussian noise. This Hilbert space is completely characterized, and an alternative characterization for the restriction of this class of functions to a compact interval [0. T] is given. Infinite- and finite-interval whitening filters for fractional Brownian motion are also developed. The application of these results to the signal detection problem yields necessary and sufficient conditions for a deterministic or stochastic signal to produce a nonsingular shift when embedded in additive fractional Gaussian noise. A formula for the likelihood ratio corresponding to any deterministic nonsingular shift is developed
Keywords :
Brownian motion; filtering and prediction theory; random noise; signal detection; additive fractional Gaussian noise; deterministic signal; fractional Brownian motion; nonsingular shift; reproducing kernel Hilbert space; signal detection; stochastic signal; whitening filters; 1f noise; Additive noise; Brownian motion; Communication channels; Frequency; Gaussian noise; Hilbert space; Kernel; Oscillators; Signal detection;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/18.21218
Filename :
21218
Link To Document :
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