Signal detection in fractional Gaussian noise

From MaRDI portal
Publication:3816007

DOI10.1109/18.21218zbMath0664.94003OpenAlexW2045086852MaRDI QIDQ3816007

Richard J. Barton, H. Vincent Poor

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1109/18.21218




Related Items (23)

Fractional Bilinear Stochastic Equations with the Drift in the First Fractional ChaosPersistence probabilities of mixed FBM and other mixed processesMixed Gaussian processes: a filtering approachRevisiting fractional Gaussian noiseLinear Filtering with Fractional Noises: Large Time and Small Noise AsymptoticsStochastic integration for tempered fractional Brownian motionLong-range dependent completely correlated mixed fractional Brownian motionLarge deviations for high minima of Gaussian processes with nonnegatively correlated incrementsEstimation of the Hurst parameter from continuous noisy dataLarge deviations for optimal filtering with fractional Brownian motionSolving SPDEs driven by colored noise: A chaos approachSingularity spectra of fractional Brownian motions as a multi-fractalOn the reproducing kernel Hilbert spaces associated with the fractional and bi-fractional Brownian motionsAnalysis, Synthesis, and Estimation of Fractal-Rate Stochastic Point ProcessesOn the characteristics of a class of Gaussian processes within the white noise space settingNonlinear Filtering with Fractional Brownian Motion NoisePrediction and tracking of long-range-dependent sequencesNO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYONDDeconvolution of fractional brownian motionFunction estimation via wavelet shrinkage for long-memory dataStochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximationRepresentation of \(1/f\) signal with wavelet bases.A frequency domain approach to some results on fractional Brownian motion




This page was built for publication: Signal detection in fractional Gaussian noise