An innovations approach to discrete-time detection theory (Corresp.)
P.A.S. Metford, S. Haykin, Desmond P. Taylor · IEEE Transactions on Information Theory · 1982
A rapidly convergent approximation to the likelihood ratio for the generic problem of detecting a stationary discrete-time stochastic process in additive white Gaussian noise is formulated. The derivation is based on the innovations approach to detection theory.