Detection and MMSE estimation of nonlinear memoryless functionals of random processes using the Volterra functional expansion
Abstract
A Volterra functional expansion is derived for the likelihood ratio used in the detection of a nonlinear memoryless functional of a random process. This expansion is reduced to well known results for the special case of detection of a Gaussian process. For the case of detection of a nonlinear memoryless functional of a stationary Gaussian random process, it is shown that the likelihood ratio has an asymptotic form for which performance can be obtained provided the nonlinearities and processes satisfy Sun's theorem.
- Publication:
-
Ph.D. Thesis
- Pub Date:
- February 1979
- Bibcode:
- 1979PhDT........57K
- Keywords:
-
- Error Analysis;
- Nonlinearity;
- Random Processes;
- Volterra Equations;
- Functionals;
- Gauss Equation;
- Maximum Likelihood Estimates;
- White Noise;
- Electronics and Electrical Engineering