DocumentCode
916872
Title
Coupled detection- estimation of Gaussian processes in Gaussian noise
Author
Jaffer, Amin G. ; Gupta, Someshwar C.
Volume
18
Issue
1
fYear
1972
fDate
1/1/1972 12:00:00 AM
Firstpage
106
Lastpage
110
Abstract
This paper considers the joint detection and estimation of Gauss-Markov processes in white Gaussian noise, where the operations of detection and estimation are strongly coupled. Explicit Bayes´ optimal recursive estimation and detection rules are derived, and it is shown that the resulting optimal receiver is amenable to a causal estimator-correlator-type interpretation.
Keywords
Gaussian processes; Markov processes; Signal detection; Signal estimation; Bayesian methods; Cost function; Gas detectors; Gaussian noise; Gaussian processes; Iron; Maximum likelihood detection; Maximum likelihood estimation; Parameter estimation; Recursive estimation;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1972.1054752
Filename
1054752
Link To Document