The detection of a deterministic signal in additive noise is considered. The log-likelihood ratio is studied for three cases: stationary white noise process, stationary Markov noise process, and noise process with independent increments. Procedures leading to realizable optimum detection schemes an
โฆ LIBER โฆ
A property of the log-likelihood-ratio process for Gaussian processes
โ Scribed by B. L. S. Prakasa Rao; Herman Rubin
- Publisher
- Springer Japan
- Year
- 1968
- Tongue
- English
- Weight
- 162 KB
- Volume
- 20
- Category
- Article
- ISSN
- 0020-3157
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Some Properties of the Log-Likelihood Ra
โ
Chung-chieh Lee
๐
Article
๐
1982
๐
Elsevier Science
๐
English
โ 612 KB
The limiting log-likelihood process for
โ
Georg Ch. Pflug
๐
Article
๐
1983
๐
Springer
๐
English
โ 796 KB
The distribution of the likelihood ratio
โ
Patrick L. Brockett; William N. Hudson; Howard G. Tucker
๐
Article
๐
1978
๐
Elsevier Science
๐
English
โ 474 KB
Asymptotic distribution of the log-likel
โ
George G. Roussas
๐
Article
๐
1979
๐
Springer
๐
English
โ 641 KB
Asymptotic properties of a maximum likel
โ
Zhiliang Ying
๐
Article
๐
1991
๐
Elsevier Science
๐
English
โ 756 KB
On the Likelihood Ratio for Two-Paramete
โ
R. Luesink
๐
Article
๐
1994
๐
Elsevier Science
๐
English
โ 704 KB
In this paper we derive computable expressions for the likelihood ratio for Gaussian processes with a discrete two-dimensional parameter domain (for instance, an image). A general formula for the likelihood ratio can be easily derived, but becomes inefficient if the number of elements in the paramet