Joint detection estimation of Gaussian signals in white Gaussian noise
- 1 December 1970
- proceedings article
- Published by Institute of Electrical and Electronics Engineers (IEEE)
Abstract
Recent results on joint detection-estimation for discrete data are extended to the continuous data case for Gaussian signals in White Gaussian noise. Stochastic differential equations are obtained describing the temporal evolution of the sufficient statistic for minimum Bayes-risk detection and the optimal mean-square error estimate of the signal state vector. An approximate solution for the estimation equation is suggested.Keywords
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