DocumentCode
916085
Title
Some geometric properties of the likelihood ratio (Corresp.)
Author
Nolte, L.
Volume
17
Issue
5
fYear
1971
fDate
9/1/1971 12:00:00 AM
Firstpage
616
Lastpage
618
Abstract
A fundamental spatial property is noted that relates the likelihood ratio for random signals in Gaussian noise to conditional-mean parameter estimation. This allows a geometric interpretation of the estimation-correlation operation. Some additional properties exhibited by the likelihood ratio are also presented.
Keywords
Correlation methods; Gaussian processes; Parameter estimation; Signal estimation; Covariance matrix; Equations; Random variables; Recursive estimation;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1971.1054672
Filename
1054672
Link To Document