Krein factorization of covariance operators of 2-parameter random fields and application to the likelihood ratio

DOI10.1109/18.61105zbMath0719.60045OpenAlexW2125393081MaRDI QIDQ5751678

Arunabha Bagchi, Rob Luesink

Publication date: 1991

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

Full work available at URL: https://research.utwente.nl/en/publications/krein-factorization-of-coverance-operators-of-2parameter-random-fields-and-application-to-the-likelihood-ratio(596f8a3b-c32b-42f6-a1dc-a9afdedd9644).html

zbMATH Keywords

likelihood ratiocovariance operatorKrein factorization

Mathematics Subject Classification ID

Random fields (60G60) Non-Markovian processes: estimation (62M09) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (1)

Boundary value processes: Estimation and identification

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