Title :
Asymptotic expressions for the Fredholm determinant for state-variable covariance functions (Corresp.)
Author :
Steele, A.K. ; Skattebol, L.V.
fDate :
3/1/1974 12:00:00 AM
Abstract :
A new asymptotic expression for the Fredholm determinant is derived for stationary separable covariance functions. Solutions are given for the cases of known state-variable model and known separable covariance. The expression is obtained from the solution of a Riccati equation.
Keywords :
Covariance functions; Determinants; Estimation; Signal detection; Additive white noise; Eigenvalues and eigenfunctions; Estimation theory; Gaussian channels; Mutual information; Riccati equations; Signal processing; Signal to noise ratio; Steady-state; White noise;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1974.1055190
