DocumentCode
914051
Title
A further note on a general likelihood formula for random signals in Gaussian noise
Author
Kailath, Thomas
Author_Institution
Stanford University, Stanford, CA, USA
Volume
16
Issue
4
fYear
1970
fDate
7/1/1970 12:00:00 AM
Firstpage
393
Lastpage
396
Abstract
A general likelihood ratio formula of the author\´s for the detection of signals in independent white Gaussian noise is extended to allow a "one-sided" dependence in which only the future white noise is required to be independent of past signal and noise. The assumption of Gaussian additive noise is also somewhat relaxed. The proof is based on some recent martingale theorems and on the concept of the innovations process.
Keywords
Signal detection; Stochastic signals; Additive noise; Additive white noise; Feedback communications; Gaussian noise; Gaussian processes; Random variables; Signal detection; Signal to noise ratio; Technological innovation; White noise;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1970.1054476
Filename
1054476
Link To Document