Optimal linear-quadratic systems for detection and estimation

DOI10.1109/18.2638zbMath0672.93064OpenAlexW2122339387MaRDI QIDQ3826456

Patrick Duvaut, Bernard Picinbono

Publication date: 1988

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.2638

zbMATH Keywords

optimal estimationnon-Gaussian noisetime-invariantGaussian assumptionarbitrary probability distributionfinite fourth-order momentsoptimal linear-quadratic systems

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

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TASK ASSIGNMENT IN DISTRIBUTED PROCESS CONTROL COMPUTER SYSTEMS ⋮ Feedback quadratic filtering ⋮ On generalized signal-to-noise ratios in quadratic detection ⋮ Effects of stochastic resonance for linear-quadratic detector ⋮ Signal detection in correlated non-Gaussian noise using higher-order statistics

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