CATALOG DESCRIPTION: Simple-hypothesis detection problems, Continuous-time signal detection in white noise, Karhunen-Loeve expansion of random processes, detection of signals in colored noise, ...

Theory and Methods Signal processing theory and methods includes the foundational knowledge for this focus area. It includes courses in the basic theory of digital signal processing and filter design ...

We obtain representation formulas for the Radon–Nikodym derivatives of measures absolutely continuous with respect to measures induced by processes with stationary independent increments. The proofs ...