• DocumentCode
    927319
  • Title

    A generalized likelihood ratio formula: Arbitrary noise statistics for doubly composite hypotheses (Corresp.)

  • Author

    Lee, Sang C. ; Nolte, Loren W. ; Hatsell, Charles P.

  • Volume
    23
  • Issue
    5
  • fYear
    1977
  • fDate
    9/1/1977 12:00:00 AM
  • Firstpage
    637
  • Lastpage
    640
  • Abstract
    A relationship between the likelihood ratio and a generalized causal conditional mean estimator is presented for the doubly composite hypotheses problem. The observation statistics are arbitrary and need not be Gaussian. The relationship parallelsthe well-known relationship for the Gaussian noise and composite signal hypothesis case, and the likelihood ratio can still be viewed as an estimator-correlator operation.
  • Keywords
    Correlators; Signal detection; Signal estimation; Additive noise; Additive white noise; Automatic control; Extrapolation; Gaussian noise; Image restoration; Signal to noise ratio; Statistics; Stochastic processes; Stochastic resonance;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1977.1055766
  • Filename
    1055766
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=927319