Detection of Random Signals in Dependent Gaussian Noise

• Main Author: Gualtierotti, Antonio F. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Subjects: Mathematics.; Functional analysis.; Information theory.; Probabilities.; Probability Theory and Stochastic Processes.; Functional Analysis.; Information and Communication, Circuits.

The book presents the necessary mathematical basis to obtain and rigorously use likelihoods for detection problems with Gaussian noise. To facilitate comprehension the text is divided into three broad areas –  reproducing kernel Hilbert spaces, Cramér-Hida representations and stochastic calculus – f...