Detection of Stochastic Processes

@article{Kailath1998DetectionOS,
  title={Detection of Stochastic Processes},
  author={Thomas Kailath and H. Vincent Poor},
  journal={IEEE Trans. Inf. Theory},
  year={1998},
  volume={44},
  pages={2230-2259}
}
This paper reviews two streams of development, from the 1940's to the present, in signal detection theory: the structure of the likelihood ratio for detecting signals in noise and the role of dynamic optimization in detection problems involving either very large signal sets or the joint optimization of observation time and performance. This treatment deals exclusively with basic results developed for the situation in which the observations are modeled as continuous-time stochastic processes… 

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