DocumentCode
2994759
Title
Joint detection estimation of Gaussian signals in white Gaussian noise
Author
Park, S.K. ; Lainiotis, D.G.
Author_Institution
The University of Texas at Austin, Austin, Texas
fYear
1970
fDate
7-9 Dec. 1970
Firstpage
75
Lastpage
75
Abstract
Recent results on joint detection-estimation for discrete data are extended to the continuous data case for Gaussian signals in White Gaussian noise. Stochastic differential equations are obtained describing the temporal evolution of the sufficient statistic for minimum Bayes-risk detection and the optimal mean-square error estimate of the signal state vector. An approximate solution for the estimation equation is suggested.
Keywords
Cost function; Covariance matrix; Differential equations; Error analysis; Gaussian noise; Least squares approximation; Random processes; Signal processing; State estimation; Stochastic resonance;
fLanguage
English
Publisher
ieee
Conference_Titel
Adaptive Processes (9th) Decision and Control, 1970. 1970 IEEE Symposium on
Conference_Location
Austin, TX, USA
Type
conf
DOI
10.1109/SAP.1970.269964
Filename
4044619
Link To Document