Title :
Study of an integral equation arising in detection theory
Author :
Wood, Murray G. ; Moore, John B. ; Anderson, Brian D O
fDate :
11/1/1971 12:00:00 AM
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;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1971.1054720
