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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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 filter
surface form: Kalman filtering

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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Thomas Kailath notableWork Innovations approach to detection and estimation