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Reproducing Kernel Hilbert Spaces: The Rudiments Kapitel lesen Erstes Kapitel lesen

2015 | OriginalPaper | Buchkapitel

13. Likelihoods for Signal Plus “White Noise” Versus “White Noise”

verfasst von : Antonio F. Gualtierotti

Erschienen in: Detection of Random Signals in Dependent Gaussian Noise

Verlag: Springer International Publishing

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Abstract

In this chapter, one obtains the likelihood for a “signal plus noise” model for which the noise is a Cramér-Hida process. The “white noise” of the chapter’s title is a convenience: for a short glimpse at “real white noise,” one may, for example, look at [164, p. 260]. As for the finite dimensional case, the road to the likelihood is based on a version of Girsanov’s theorem, and the likelihood itself follows when the “signal plus noise,” that is, the observation process, has a representation as the solution of a stochastic differential equation.

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Vorheriges Kapitel Sample Spaces
Nächstes Kapitel Scope of the Signal Plus “White Noise” Model (I)
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Metadaten
Titel
Likelihoods for Signal Plus “White Noise” Versus “White Noise”
verfasst von
Antonio F. Gualtierotti
Copyright-Jahr
2015
Buch
Detection of Random Signals in Dependent Gaussian Noise

Print ISBN: 978-3-319-22314-8

Electronic ISBN: 978-3-319-22315-5

Copyright-Jahr: 2015

DOI
https://doi.org/10.1007/978-3-319-22315-5_13