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An innovations approach to discrete-time detection...
Journal article

An innovations approach to discrete-time detection theory (Corresp.)

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.

Authors

Metford P; Haykin S; Taylor D

Journal

IEEE Transactions on Information Theory, Vol. 28, No. 2, pp. 376–380

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Publication Date

January 1, 1982

DOI

10.1109/tit.1982.1056461

ISSN

0018-9448

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