Fast time-invariant implementations of Gaussian signal detectors
T. Kailath, Bernard C. Levy, Lennart Ljung, Martin E. Morf · IEEE Transactions on Information Theory · 1978
A new implementation is presented for the optimum likelihood ratio detector for stationary Gaussian signals in white Gaussian noise that uses only two causal time-invariant filters. This solution also has the advantage that fast algorithms based on the Levinson and Chandrasekhar equations can he used for the determination of these time-invariant filters. By using a notion of "closeness to stationarity,' there is a natural extension of the above results for nonstationary signal processes.