DocumentCode
906775
Title
Solution of the detection integral equation for stationary filtered white noise
Author
Helstrom, Carl W.
Volume
11
Issue
3
fYear
1965
fDate
7/1/1965 12:00:00 AM
Firstpage
335
Lastpage
339
Abstract
The detection integral equation is a Fredholm equation of the first kind whose kernel is the autocovariance function of a stationary random process. A simple technique is presented for solving this equation when the spectral density of the process is a rational function of frequency. The method uses the solutions of the corresponding Wiener-Hopf equations over the left- and right-hand semi-infinite intervals.
Keywords
Covariance functions; Integral equations; Signal detection; Filtering theory; Fourier transforms; Frequency; Integral equations; Kernel; Poles and zeros; Polynomials; Random processes; Signal detection; White noise;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1965.1053808
Filename
1053808
Link To Document