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  • © 2015

Detection of Random Signals in Dependent Gaussian Noise

  • Derives a new likelihood function for solving basic problems in the theory of signal detection
  • Completes the Cramér-Hida representation theory
  • Investigates the scope of the signal-plus-noise model
  • Includes the necessary details to make the theory ready for application
  • References to statistical communication theory illustrate the power of the mathematics involved

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Table of contents (17 chapters)

  1. Front Matter

    Pages i-xxxiv
  2. Reproducing Kernel Hilbert Spaces

    1. Front Matter

      Pages 1-1
    2. Reproducing Kernel Hilbert Spaces: The Rudiments

      • Antonio F. Gualtierotti
      Pages 3-123
    3. The Functions of a Reproducing Kernel Hilbert Space

      • Antonio F. Gualtierotti
      Pages 125-215
    4. Relations Between Reproducing Kernel Hilbert Spaces

      • Antonio F. Gualtierotti
      Pages 217-305
    5. Reproducing Kernel Hilbert Spaces and Discrimination

      • Antonio F. Gualtierotti
      Pages 329-430
  3. Cramér-Hida Representations

    1. Front Matter

      Pages 431-431
    2. Cramér-Hida Representations from “First Principles”

      • Antonio F. Gualtierotti
      Pages 433-504
    3. Cramér-Hida Representations via Direct Integrals

      • Antonio F. Gualtierotti
      Pages 505-527
    4. Some Facts About Multiplicity

      • Antonio F. Gualtierotti
      Pages 529-702
    5. Cramér-Hida Representations via the Prediction Process

      • Antonio F. Gualtierotti
      Pages 703-791
  4. Likelihoods

    1. Front Matter

      Pages 793-794
    2. Bench and Tools

      • Antonio F. Gualtierotti
      Pages 795-850
    3. Calculus for Cramér-Hida Processes

      • Antonio F. Gualtierotti
      Pages 851-901
    4. Sample Spaces

      • Antonio F. Gualtierotti
      Pages 903-925
    5. Scope of the Signal Plus “White Noise” Model (I)

      • Antonio F. Gualtierotti
      Pages 961-971
    6. Scope of the Signal Plus “White Noise” Model (II)

      • Antonio F. Gualtierotti
      Pages 973-992
    7. Scope of Signal Plus “White Noise” Model (III)

      • Antonio F. Gualtierotti
      Pages 993-1085

About this book

The book presents the necessary mathematical basis to obtain and rigorously use likelihoods for detection problems with Gaussian noise. To facilitate comprehension the text is divided into three broad areas – reproducing kernel Hilbert spaces, Cramér-Hida representations and stochastic calculus – for which a somewhat different approach was used than in their usual stand-alone context.

One main applicable result of the book involves arriving at a general solution to the canonical detection problem for active sonar in a reverberation-limited environment. Nonetheless, the general problems dealt with in the text also provide a useful framework for discussing other current research areas, such as wavelet decompositions, neural networks, and higher order spectral analysis.

The structure of the book, with the exposition presenting as many details as necessary, was chosen to serve both those readers who are chiefly interested in the results and those who want to learn the material from scratch. Hence, the text will be useful for graduate students and researchers alike in the fields of engineering, mathematics and statistics.

Reviews

“The book rigorously develops the mathematical foundations to assess the possible likelihoods for detection problems with Gaussian noise. … The text would be very useful for graduate students and researchers alike in the fields of mathematics, engineering and statistics.” (John Schmeelk, zbMATH 1364.60004, 2017)

Authors and Affiliations

  • HEC and IDHEAP, University of Lausanne, Lausanne, Switzerland

    Antonio F. Gualtierotti

Bibliographic Information

Buy it now

Buying options

eBook USD 129.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Hardcover Book USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access