Asymptotic expressions for the Fredholm determinant for state-variable covariance functions (Corresp.)
A. Steele, L.V. Skattebol · IEEE Transactions on Information Theory · 1974
A new asymptotic expression for the Fredholm determinant is derived for stationary separable covariance functions. Solutions are given for the cases of known state-variable model and known separable covariance. The expression is obtained from the solution of a Riccati equation.