Likelihood Functions for Stochastic Signals in White Noise
نویسنده
چکیده
For a general stochastic signal in white noise absolute continuity is proved and the Radon-Nikodym derivative is given. These results were stated in a previous paper (Duncan 1968). Independent of the absolute continuity result, a modification is proved for the hypothesis with signal present.
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عنوان ژورنال:
- Information and Control
دوره 16 شماره
صفحات -
تاریخ انتشار 1970