An approximate solution to the simultaneous diagonalization of two covariance kernels: applications to second-order stochastic processes

DOI10.1109/18.945284zbMATH Open1018.94503OpenAlexW2151690960MaRDI QIDQ4544713FDOQ4544713

Authors: Jesus Navarro-Moreno, A. Oya, J. C. Ruiz-Molina 

Publication date: 4 August 2002

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

Full work available at URL: https://doi.org/10.1109/18.945284

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zbMATH Keywords

stochastic processessignal detectionGaussian signalapproximate simultaneous orthogonal expansionsRayleigh-Ritz eigenfunctions

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Signal detection and filtering (aspects of stochastic processes) (60G35) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Detection theory in information and communication theory (94A13) Application of orthogonal and other special functions (94A11)

Cited In (2)

• Approximate series representations of second-order stochastic processes: applications to signal detection and estimation
• Approximate series representations of linear operations on second-order stochastic processes: application to Simulation

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