Title :
Approximate simultaneous orthogonal expansions. Applications to mean-square estimation and signal detection problems
Author :
Navarro-Moreno, Jesus ; Ruiz-Molina, Juan Carlos ; Oya, Antonia
Author_Institution :
Dept. of Stat., Jaen Univ., Spain
Abstract :
Approximate simultaneous orthogonal expansions of two second-order stochastic processes are defined and their convergence is showed. The technique is based on the Rayleigh-Ritz method to solve the homogeneous equation involving both covariance kernels simultaneously. Finally, two specific applications of these finite expansions are given: in the Gaussian estimation and detection problems
Keywords :
Gaussian processes; Rayleigh-Ritz methods; convergence of numerical methods; estimation theory; mean square error methods; signal detection; Gaussian detection; Gaussian estimation; Rayleigh-Ritz method; approximate simultaneous orthogonal expansions; convergence; covariance kernels; homogeneous equation; mean-square estimation; second-order stochastic processes; signal detection; Convergence; Eigenvalues and eigenfunctions; Equations; Gaussian noise; Gaussian processes; Kernel; Signal detection; Signal processing; Statistics; Stochastic processes;
Conference_Titel :
Information Theory, 2000. Proceedings. IEEE International Symposium on
Conference_Location :
Sorrento
Print_ISBN :
0-7803-5857-0
DOI :
10.1109/ISIT.2000.866687
