Joint detection-estimation of Gaussian signals in white Gaussian noise

DOI10.1016/S0020-0255(72)80019-7zbMath0254.94004OpenAlexW2010152322MaRDI QIDQ2558192

Yanyan Li

Publication date: 1972

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0020-0255(72)80019-7

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Communication theory (94A05)

Related Items

Detection and prediction of a stochastic process having multiple hypotheses

Cites Work

• Dynamical equations for optimal nonlinear filtering
• Simultaneous optimum detection and estimation of signals in noise
• A note on least-squares estimates from likelihood ratios
• A general likelihood-ratio formula for random signals in Gaussian noise
• Sequential structure and parameter-adaptive pattern recognition--I: Supervised learning
• Optimal non-linear estimation†