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