• DocumentCode
    921374
  • Title

    Asymptotic expressions for the Fredholm determinant for state-variable covariance functions (Corresp.)

  • Author

    Steele, A.K. ; Skattebol, L.V.

  • Volume
    20
  • Issue
    2
  • fYear
    1974
  • fDate
    3/1/1974 12:00:00 AM
  • Firstpage
    265
  • Lastpage
    266
  • 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;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1974.1055190
  • Filename
    1055190
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=921374