Study of an Integral Equation Arising in Detection Theory

Murray G. Wood; John B. Moore; Brian D.O. Anderson

doi:10.1109/TIT.1971.1054720

Study of an Integral Equation Arising in Detection Theory

Murray G. Wood, John B. Moore, Brian D.O. Anderson

Research output: Contribution to journal › Article › peer-review

3 Citations (Scopus)

Abstract

This paper considers the solution of a Fredholm equation occurring in detection theory problems. A solution procedure, based on solving differential equations with nonmixed boundary conditions, is described for the case when the kernel of the integral equation is known to be the output covariance of a linear finite-dimensional system excited by white noise. Solutions with discontinuities are considered.

Original language	English
Pages (from-to)	677-686
Number of pages	10
Journal	IEEE Transactions on Information Theory
Volume	17
Issue number	6
DOIs	https://doi.org/10.1109/TIT.1971.1054720
Publication status	Published - Nov 1971
Externally published	Yes

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10.1109/TIT.1971.1054720

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title = "Study of an Integral Equation Arising in Detection Theory",

abstract = "This paper considers the solution of a Fredholm equation occurring in detection theory problems. A solution procedure, based on solving differential equations with nonmixed boundary conditions, is described for the case when the kernel of the integral equation is known to be the output covariance of a linear finite-dimensional system excited by white noise. Solutions with discontinuities are considered.",

author = "Wood, {Murray G.} and Moore, {John B.} and Anderson, {Brian D.O.}",

year = "1971",

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AB - This paper considers the solution of a Fredholm equation occurring in detection theory problems. A solution procedure, based on solving differential equations with nonmixed boundary conditions, is described for the case when the kernel of the integral equation is known to be the output covariance of a linear finite-dimensional system excited by white noise. Solutions with discontinuities are considered.

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DO - 10.1109/TIT.1971.1054720

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VL - 17

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JO - IEEE Transactions on Information Theory

JF - IEEE Transactions on Information Theory

IS - 6

ER -

Study of an Integral Equation Arising in Detection Theory

Abstract

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