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Study of an integral equation arising in detection theory

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3 Author(s)

This paper considers the solution of a Fredholm equation occurring in detection theory problems. A solution procedure, based on solving differential equations with nonmixed boundary conditions, is described for the case when the kernel of the integral equation is known to be the output covariance of a linear finite-dimensional system excited by white noise. Solutions with discontinuities are considered.

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Information Theory, IEEE Transactions on  (Volume:17 ,  Issue: 6 )