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Accession Number001051649
AuthorWong E.
InstitutionDept. of Electrical Engng. & Computer Sci., Univ. of California, Berkeley, CA, USA.
TitleDetection and filtering for two-dimensional random fields.
SourceProceedings of the 1976 IEEE Conference on Decision and Control including the 15th Symposium on Adaptive Processes. IEEE. 1976, pp.591-5. New York, NY, USA.
Date of Publication1976
Country of PublicationUSA.
Conference InformationClearwater, FL, USA. IEEE. 1-3 Dec. 1976.
AbstractConsiders the following model: Suppose that a two dimensional random field xi (t/sub 1/,t/sub 2/) is observed on a rectangle 0[left angle bracket]or=t/sub 1/[left angle bracket]or=T/sub 1/, O[left angle bracket]or=t/sub 2/[left angle bracket]or=T/sub 2/. It is assumed that the observation consists of a signal x(t/sub 1/,t/sub 2/) plus an additive white Gaussian noise, i.e., xi (t/sub 1/,t/sub 2/)=x(t/sub 1/,t/sub 2/)+n(t/sub 1/,t/sub 2/) where eta is a white Gaussian noise. The following two problems are considered. (a) What is the likelihood ratio as a function of the observation with respect to the situation where xi is itself a white Gaussian noise? (b) For what models of the signal x will recursive filtering be possible? What is the nature of recursion in this case, and what are the resulting formulas? The results which have been obtained to date on the two problems of detection and filtering stated above are summarised. (29 References).
Abstract NumberB77019828; C77011918
Subject HeadingsFiltering and prediction theory. Random processes. Stochastic processes.
Key Phrase Identifierstwo dimensional random field; white Gaussian noise; likelihood ratio; recursive filtering; detection.
Classification CodesProbability and statistics [B0240]; Signal processing and detection [B6140]; Game theory [C1140E]; Information theory [C1260].
TreatmentGeneral or Review.
Publication TypeConference Paper.
Update Code197700.

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