Estimation of randomly occurring stochastic signals in Gaussian noise (Corresp.)
- 1 March 1971
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 17 (2), 206
- https://doi.org/10.1109/tit.1971.1054609
Abstract
This note applies the general likelihood ratio for the minimum-mean-square-error estimation of the signal when the presence of the signal at the receiver is uncertain during the entire observation interval.Keywords
This publication has 3 references indexed in Scilit:
- A general likelihood-ratio formula for random signals in Gaussian noiseIEEE Transactions on Information Theory, 1969
- A note on least-squares estimates from likelihood ratiosInformation and Control, 1968
- Simultaneous optimum detection and estimation of signals in noiseIEEE Transactions on Information Theory, 1968