Likelihood ratios for signals in additive white noise

DOI10.1007/BF01448185zbMath0386.60033OpenAlexW2074877215MaRDI QIDQ5906076

A. V. Balakrishnan

Publication date: 1977

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01448185

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (2)

A likelihood ratio formula for random fields with application to physical geodesy ⋮ On the definition of a topology in Hilbert spaces with applications to the white noise theory

Cites Work

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• Radon-Nikodym derivatives of a class of weak distributions on Hilbert spaces
• Stochastic differentials
• On the relation between ordinary and stochastic differential equations
• Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering

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