Abstract:
A rapidly convergent approximation to the likelihood ratio for the generic problem of detecting a stationary discrete-time stochastic process in additive white Gaussian n...Show MoreMetadata
Abstract:
A rapidly convergent approximation to the likelihood ratio for the generic problem of detecting a stationary discrete-time stochastic process in additive white Gaussian noise is formulated. The derivation is based on the innovations approach to detection theory.
Published in: IEEE Transactions on Information Theory ( Volume: 28, Issue: 2, March 1982)