Scope of the Signal Plus “White Noise” Model (I)

Antonio F. Gualtierotti
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Antonio F. Gualtierotti: University of Lausanne, HEC and IDHEAP

Chapter Chapter 14 in Detection of Random Signals in Dependent Gaussian Noise, 2015, pp 961-971 from Springer

Abstract: Abstract The model $$\underline{X} =\underline{ S}[\ \!\underline{a}\ \!] +\underline{ B}$$ (the SPWN model of the title) used so far has several potential limitations, summarized as the following items: a priori

Keywords: Signal Plus; White Noise; Potential Limitations; Stochastic Differential Equations; Weak Solution (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/978-3-319-22315-5_14

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