DocumentCode
896108
Title
Closed-form expressions for the Fredholm determinant for state-variable covariance functions
Author
Collins, L.D.
Volume
56
Issue
3
fYear
1968
fDate
3/1/1968 12:00:00 AM
Firstpage
350
Lastpage
351
Abstract
A new closed-form expression for the Fredholm determiant is derived for covariance functions which can be obtained as the output of a linear system which has a state-variable representation and which is driven with white noise. This new expression has the advantage of being the solution to a linear differential equation evaluated at one point.
Keywords
Closed-form solution; Detectors; Eigenvalues and eigenfunctions; Equations; Estimation error; Estimation theory; Linear systems; Matrices; Nonlinear filters; Random processes;
fLanguage
English
Journal_Title
Proceedings of the IEEE
Publisher
ieee
ISSN
0018-9219
Type
jour
DOI
10.1109/PROC.1968.6301
Filename
1448231
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