Stochastic Complexity and Its Applications in Signal Processing: Some New Results
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چکیده
We use the linear model (LM) as a vehicle to illustrate the relationship between the generalized likelihood ratio test and two detection strategies which are derived from the Minimum Description Length principle. The reason for choosing the LM is twofold: (i) it is frequently used in signal processing; (ii) some derivations are simpler and the results are more intuitive than those obtained for other families of models.
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تاریخ انتشار 2009