Title :
Coupled detection- estimation of Gaussian processes in Gaussian noise
Author :
Jaffer, Amin G. ; Gupta, Someshwar C.
fDate :
1/1/1972 12:00:00 AM
Abstract :
This paper considers the joint detection and estimation of Gauss-Markov processes in white Gaussian noise, where the operations of detection and estimation are strongly coupled. Explicit Bayes´ optimal recursive estimation and detection rules are derived, and it is shown that the resulting optimal receiver is amenable to a causal estimator-correlator-type interpretation.
Keywords :
Gaussian processes; Markov processes; Signal detection; Signal estimation; Bayesian methods; Cost function; Gas detectors; Gaussian noise; Gaussian processes; Iron; Maximum likelihood detection; Maximum likelihood estimation; Parameter estimation; Recursive estimation;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1972.1054752
