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Asymptotic properties of the likelihood ratio of independent observations

โœ Scribed by A. F. Taraskin


Publisher
Springer US
Year
1991
Tongue
English
Weight
500 KB
Volume
53
Category
Article
ISSN
1573-8795

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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