DocumentCode :
908168
Title :
Some integral equations with ´nonrational´ kernels
Author :
Kailath, Thomas
Author_Institution :
Stanford University, Stanford, CA, USA
Volume :
12
Issue :
4
fYear :
1966
fDate :
10/1/1966 12:00:00 AM
Firstpage :
442
Lastpage :
447
Abstract :
Fredholm integral equations of the first and second kind arise in many problems in statistical communication theory. However, almost all cases in which solutions are known, for equations over finite intervals, involve covariance kernels with rational Fourier transforms. We present solutions for two classes of "non-rational" kernels--triangular kernels of the form R(t) = \\max [0, 1 - |t|] and Gauss-Markov kernels of the form R(t, s) = f(t)g(s), t \\leq s, R(t, s) = f(s)g(t), s \\leq t . We also treat kernels that are combinations of the two types.
Keywords :
Covariance functions; Gaussian processes; Integral equations; Markov processes; Filtering; Fourier transforms; Gaussian processes; Integral equations; Kernel; Markov processes; Noise measurement; Polynomials; Random processes; Signal detection;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.1966.1053925
Filename :
1053925
Link To Document :
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