Krein factorization of covariance operators of 2-parameter random fields and application to the likelihood ratio

Abstract

The covariance operator of a signal-plus-noise 0bserva:ion for a 2-parameter random field is factorized as products of Volterra type operators. As a result of this factorization we can express the determinant of this operator in terms of the system parameters. This determinant appears in the likelihood ratio that plays a significant role in identification… (More)
DOI: 10.1109/18.61105

Topics

Cite this paper

@article{Luesink1991KreinFO, title={Krein factorization of covariance operators of 2-parameter random fields and application to the likelihood ratio}, author={Rob Luesink and Arunabha Bagchi}, journal={IEEE Trans. Information Theory}, year={1991}, volume={37}, pages={53-59} }