Simultaneous Diagonalization of Two Covariance Kernels and Application to Second Order Stochastic Processes
- 1 November 1967
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Applied Mathematics
- Vol. 15 (6) , 1470-1480
- https://doi.org/10.1137/0115127
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- Differentiation of Karhunen-Loève expansion and application to optimum reception of sure signals in noiseIEEE Transactions on Information Theory, 1967
- Simultaneously Orthogonal Expansion of Two Stationary Gaussian Processes - ExamplesBell System Technical Journal, 1966
- An Integral Expression for the Log Likelihood Ratio of Two Gaussian ProcessesSIAM Journal on Applied Mathematics, 1966
- Measure TheoryPublished by Springer Nature ,1950