Differentiation of Karhunen-Loève expansion and application to optimum reception of sure signals in noise

DOI10.1109/TIT.1967.1054009zbMath0153.48705MaRDI QIDQ5532878

T. T. Kadota

Publication date: 1967

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

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Differentiation of the modified approximative Karhunen-Loève expansion of a stochastic process ⋮ Differentiating σ-fields for Gaussian and shifted Gaussian processes

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