Coupled detection- estimation of Gaussian processes in Gaussian noise
A.G. Jaffer, Subhash Chandra Gupta · IEEE Transactions on Information Theory · 1972
This paper considers the joint detection and estimation of Gauss-Markov processes in white Gaussian noise, where the operations of detection and estimation are strongly coupled. Explicit Bayes' optimal recursive estimation and detection rules are derived, and it is shown that the resulting optimal receiver is amenable to a causal estimator-correlator-type interpretation.