Title :
A further note on a general likelihood formula for random signals in Gaussian noise
Author_Institution :
Stanford University, Stanford, CA, USA
fDate :
7/1/1970 12:00:00 AM
Abstract :
A general likelihood ratio formula of the author\´s for the detection of signals in independent white Gaussian noise is extended to allow a "one-sided" dependence in which only the future white noise is required to be independent of past signal and noise. The assumption of Gaussian additive noise is also somewhat relaxed. The proof is based on some recent martingale theorems and on the concept of the innovations process.
Keywords :
Signal detection; Stochastic signals; Additive noise; Additive white noise; Feedback communications; Gaussian noise; Gaussian processes; Random variables; Signal detection; Signal to noise ratio; Technological innovation; White noise;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1970.1054476
