Likelihood ratios for Gaussian processes

DOI10.1109/TIT.1970.1054456MaRDI QIDQ5630509zbMATH OpenFDO

Authors T. Kailath

Publication date 1970

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TIT.1970.1054456

Mathematics Subject Classification ID

Gaussian processes (60G15) Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited in

(5)

• On random processes linearly equivalent to white noise
• Fault detection method for the SRF cavities of the European XFEL
• Mixed Gaussian processes: a filtering approach
• Linear innovation theorems
• A survey of data smoothing for linear and nonlinear dynamic systems

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