Joint Detection - Estimation of Gaussian Signals in White Gaussian Noise,
Abstract
Recent results on joint detection - estimation for discrete data are extended to the continuous case for Gaussian signals in white Gaussian noise. Stochastic differential equations are obtained describing the temporal evolution of the sufficient statistic for the minimum Bayes risk detection and the optimal mean - square error estimate of the signal state vector An approximate solution for the estimation equation is presented and the results are extended to the case of multishot joint detection-estimation. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1971
- Accession Number
- AD0722082
Entities
People
- D. G. Lainiotis
- S. K. Park
Organizations
- University of Texas at Austin