On the Form of a Likelihood Ratio for Two-Dimensional Random Fields.
Abstract
It is shown that the likelihood ratio in detecting a stochastic signal in white Gaussian noise, when both the signal and the noise are two-dimensional random fields, does not have the simple exponential form of the one-dimensional case unless the signal is deterministic. This was conjectured by E. Wong were a recursive formula was derived for the likelihood ratio. Two auxiliary results of independent interest on conditional expectations are also shown.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1975
- Accession Number
- ADA019533
Entities
People
- Stamatis Cambanis
Organizations
- University of North Carolina at Chapel Hill