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Detection of Random Signals in Dependent Gaussian Noise / by Antonio F. Gualtierotti.

Springer Nature - Springer Mathematics and Statistics eBooks 2015 English International Available online

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Format:
Book
Author/Creator:
Gualtierotti, Antonio F., Author.
Language:
English
Subjects (All):
Probabilities.
Functional analysis.
Information theory.
Probability Theory and Stochastic Processes.
Functional Analysis.
Information and Communication, Circuits.
Local Subjects:
Probability Theory and Stochastic Processes.
Functional Analysis.
Information and Communication, Circuits.
Physical Description:
1 online resource (1198 p.)
Edition:
1st ed. 2015.
Place of Publication:
Cham : Springer International Publishing : Imprint: Springer, 2015.
Language Note:
English
Summary:
The book presents the necessary mathematical basis to obtain and rigorously use likelihoods for detection problems with Gaussian noise. To facilitate comprehension the text is divided into three broad areas – reproducing kernel Hilbert spaces, Cramér-Hida representations and stochastic calculus – for which a somewhat different approach was used than in their usual stand-alone context. One main applicable result of the book involves arriving at a general solution to the canonical detection problem for active sonar in a reverberation-limited environment. Nonetheless, the general problems dealt with in the text also provide a useful framework for discussing other current research areas, such as wavelet decompositions, neural networks, and higher order spectral analysis. The structure of the book, with the exposition presenting as many details as necessary, was chosen to serve both those readers who are chiefly interested in the results and those who want to learn the material from scratch. Hence, the text will be useful for graduate students and researchers alike in the fields of engineering, mathematics and statistics.
Contents:
Prolog
Part I: Reproducing Kernel Hilbert Spaces
Part II: Cramér-Hida Representations
Part III: Likelihoods
Credits and Comments
Notation and Terminology
References
Index.
Notes:
Description based upon print version of record.
Includes bibliographical references and index.
ISBN:
3-319-22315-1

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