Detection of Random Signals in Dependent Gaussian Noise

DOI10.1007/978-3-319-22315-5zbMath1364.60004OpenAlexW2405406145MaRDI QIDQ2945739

A. F. Gualtierotti

Publication date: 14 September 2015

Full work available at URL: https://doi.org/10.1007/978-3-319-22315-5

zbMATH Keywords

Gaussian noisereproducing kernel Hilbert spacesGirsanov's formulaCramer-Hilda process

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) White noise theory (60H40) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Non-Markovian processes: hypothesis testing (62M07) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (3)

Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation ⋮ Small sample spaces for Gaussian processes ⋮ Reproducing kernels and choices of associated feature spaces, in the form of \(L^2\)-spaces

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