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 Chaos ⋮ Persistence probabilities of mixed FBM and other mixed processes ⋮ Mixed Gaussian processes: a filtering approach ⋮ Revisiting fractional Gaussian noise ⋮ Linear Filtering with Fractional Noises: Large Time and Small Noise Asymptotics ⋮ Stochastic integration for tempered fractional Brownian motion ⋮ Long-range dependent completely correlated mixed fractional Brownian motion ⋮ Large deviations for high minima of Gaussian processes with nonnegatively correlated increments ⋮ Estimation of the Hurst parameter from continuous noisy data ⋮ Large deviations for optimal filtering with fractional Brownian motion ⋮ Solving SPDEs driven by colored noise: A chaos approach ⋮ Singularity spectra of fractional Brownian motions as a multi-fractal ⋮ On the reproducing kernel Hilbert spaces associated with the fractional and bi-fractional Brownian motions ⋮ Analysis, Synthesis, and Estimation of Fractal-Rate Stochastic Point Processes ⋮ On the characteristics of a class of Gaussian processes within the white noise space setting ⋮ Nonlinear Filtering with Fractional Brownian Motion Noise ⋮ Prediction and tracking of long-range-dependent sequences ⋮ NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND ⋮ Deconvolution of fractional brownian motion ⋮ Function estimation via wavelet shrinkage for long-memory data ⋮ Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation ⋮ Representation 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