Title :
Solution of the detection integral equation for stationary filtered white noise
Author :
Helstrom, Carl W.
fDate :
7/1/1965 12:00:00 AM
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;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1965.1053808
