Title :
Some geometric properties of the likelihood ratio (Corresp.)
fDate :
9/1/1971 12:00:00 AM
Abstract :
A fundamental spatial property is noted that relates the likelihood ratio for random signals in Gaussian noise to conditional-mean parameter estimation. This allows a geometric interpretation of the estimation-correlation operation. Some additional properties exhibited by the likelihood ratio are also presented.
Keywords :
Correlation methods; Gaussian processes; Parameter estimation; Signal estimation; Covariance matrix; Equations; Random variables; Recursive estimation;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1971.1054672
