Likelihood Ratios for Signals in Additive White Noise,

Abstract

A formula is presented for likelihood functionals for signals in which the corrupting noise is modelled as white noise rather than the usual Wiener process. The main difference is the appearance of an additional term corresponding to the conditional mean square error. One application is to consider the order-disorder problem of Shiryayev.

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1977
Accession Number
ADA043850

Entities

People

  • A.V. Balakrishnan

Organizations

  • University of California, Los Angeles

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Additives (Chemicals)
  • Bandwidth
  • Diseases And Disorders
  • Noise
  • Random Variables
  • Sequences
  • Stochastic Processes
  • White Noise

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.