Accession Number : ADA019533
Title : On the Form of a Likelihood Ratio for Two-Dimensional Random Fields.
Descriptive Note : Interim rept.,
Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS
Personal Author(s) : Cambanis,Stamatis
Report Date : 1975
Pagination or Media Count : 9
Abstract : It is shown that the likelihood ratio in detecting a stochastic signal in white Gaussian noise, when both the signal and the noise are two-dimensional random fields, does not have the simple exponential form of the one-dimensional case unless the signal is deterministic. This was conjectured by E. Wong were a recursive formula was derived for the likelihood ratio. Two auxiliary results of independent interest on conditional expectations are also shown.
Descriptors : *Signal processing, *Statistical analysis, Stochastic processes, White noise, Random variables, Theorems
Subject Categories : Cybernetics
Distribution Statement : APPROVED FOR PUBLIC RELEASE