Innovations approach to detection and estimation

E150234

"Innovations approach to detection and estimation" is a seminal work by Thomas Kailath that develops a powerful stochastic framework for solving signal detection and parameter estimation problems, particularly in control and communication systems.

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Innovations approach to detection and estimation canonical 1

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Predicate Object
instanceOf monograph ⓘ
scholarly work ⓘ
appliesTo communication systems ⓘ
control systems ⓘ
author Thomas Kailath ⓘ
contribution development of innovations-based filtering methods ⓘ
formulation of optimal detection rules in innovations domain ⓘ
formulation of optimal estimation rules in innovations domain ⓘ
unified treatment of detection and estimation using innovations ⓘ
field communication theory ⓘ
control theory ⓘ
detection theory ⓘ
estimation theory ⓘ
signal processing ⓘ
stochastic processes ⓘ
focusesOn innovations process ⓘ
linear systems with noise ⓘ
parameter estimation ⓘ
signal detection ⓘ
stochastic framework for detection and estimation ⓘ
impact foundational for innovations-based control and estimation methods ⓘ
influential in modern statistical signal processing ⓘ
relatedTo Kalman filtering ⓘ
linked to: Kalman filter

Wiener filtering ⓘ
likelihood ratio tests ⓘ
sequential detection ⓘ
usesConcept Gaussian random processes ⓘ
Markov processes ⓘ
linear time-invariant systems ⓘ
orthogonal decomposition of stochastic processes ⓘ

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Full triples — surface form annotated when it differs from this entity's canonical label.

Thomas Kailath → notableWork → Innovations approach to detection and estimation ⓘ