A further note on a general likelihood formula for random signals in Gaussian noise

DOI10.1109/TIT.1970.1054476zbMath0225.60023MaRDI QIDQ5631835

Thomas Kailath

Publication date: 1970

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

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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