Skip to Main Content
Sufficient conditions for the realization of a causal filter-squarer receiver for the detection of a Gaussian signal in white Gaussian noise are established. Special consideration is given to a Gaussian signal that is the projection of a vector Gauss-Markov process. For this case, the causal filter-squarer receiver is shown to be related to the Kalman-Bucy filter for estimatng the underlying vector Gauss-Markov process.
Date of Publication: Jan 1971