THE DETECTION OF KNOWN SIGNALS IN COLORED GAUSSIAN NOISE.
Abstract
The most common method of studying the detection of known signals in colored (nonwhite) Gaussian noise is by means of the Karhunen-Loeve (K-L) expansion. The use of the K-L expansion provides some elegant results, but it also introduces certain complications. These arise because the K-L expansion is an infinite series and therefore there are questions of convergence, interchange of the orders of integration, etc. The resolution of these problems is difficult and leads to conditions for the existence of detectors whose physical meaning is unclear. We shall present a method of reducing the detection problems to a finite-dimensional form where no convergence problems arise. The resulting simplicity provides more direct derivations and more physical insights into many earlier results and has also suggested some new ones. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1965
- Accession Number
- AD0474127
Entities
People
- Thomas Kailath
Organizations
- Stanford University