An innovations approach to discrete-time detection theory (Corresp.)

DOI10.1109/TIT.1982.1056461MaRDI QIDQ3935955zbMATH OpenOpenAlexFDO

Authors Peter A. Metford, Simon Haykin, Desmond P. Taylor

Publication date 1982

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

Full work available at URL https://doi.org/10.1109/tit.1982.1056461

zbMATH Keywords

innovations approach to detection theory

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35) Filtering in stochastic control theory (93E11)

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