Title :
An innovations approach to discrete-time detection theory (Corresp.)
Author :
Metford, Peter A S ; Haykin, Simon ; Taylor, Desmond P.
fDate :
3/1/1982 12:00:00 AM
Abstract :
A rapidly convergent approximation to the likelihood ratio for the generic problem of detecting a stationary discrete-time stochastic process in additive white Gaussian noise is formulated. The derivation is based on the innovations approach to detection theory.
Keywords :
Innovations methods (stochastic processes); Signal detection; Decoding; Differential equations; Estimation error; Filtering theory; Linear systems; Power engineering and energy; Sensor systems; Stochastic processes; Technological innovation; Upper bound;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1982.1056461
