DocumentCode
916553
Title
Study of an integral equation arising in detection theory
Author
Wood, Murray G. ; Moore, John B. ; Anderson, Brian D O
Volume
17
Issue
6
fYear
1971
fDate
11/1/1971 12:00:00 AM
Firstpage
677
Lastpage
686
Abstract
This paper considers the solution of a Fredholm equation occurring in detection theory problems. A solution procedure, based on solving differential equations with nonmixed boundary conditions, is described for the case when the kernel of the integral equation is known to be the output covariance of a linear finite-dimensional system excited by white noise. Solutions with discontinuities are considered.
Keywords
Integral equations; Signal detection; Australia; Boundary conditions; Covariance matrix; Differential equations; Integral equations; Kernel; Linear systems; Random variables; White noise;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1971.1054720
Filename
1054720
Link To Document