Title :
Expansion of likelihood ratio for signals in Gaussian noise
Author :
Esposito, Raffaele
Author_Institution :
Raytheon Research Division, Waltham, USA
Abstract :
It is shown that the coefficients of the Taylor expansion of the likelihood ratio for random signals in Gaussian noise are proportional to the mean-square estimates of the successive powers of the signal evaluated at zero. A similar relationship holds for the expansion of the logarithm of the likelihood ratio.
Keywords :
decision theory and analysis; noise;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19700527