The likelihood ratio filter for the detection of Gaussian signals in white noise

This paper derives a solution to the equation \rho (u, s) = N_{0}h(s, u) + \int_{0}^{T} \rho (t, s)h(t, u) dt , for the case in which the kernel is the covariance function of a stationary random process whose spectral density is a rational function of frequency.

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Bibliographic Details
Published in:IEEE transactions on information theory 1965-10, Vol.11 (4), p.513-515
Main Authors: Mullikin, T., Selin, I.
Format: Article
Language:English
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Summary:This paper derives a solution to the equation \rho (u, s) = N_{0}h(s, u) + \int_{0}^{T} \rho (t, s)h(t, u) dt , for the case in which the kernel is the covariance function of a stationary random process whose spectral density is a rational function of frequency.
ISSN:0018-9448
1557-9654
DOI:10.1109/TIT.1965.1053835