On the detection of a signal in colored noise

DOI10.1007/BF01599921zbMath0668.93069MaRDI QIDQ1118563

S. H. Smith

Publication date: 1988

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

colored noiserandom signalF- statisticregressive/autoregressive time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

• Parametric techniques for adaptive detection of Gaussian signals
• Complex Gaussian Processes
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: On the detection of a signal in colored noise