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The robust form of the likelihood ratio for a signal in the presence of white noise has an additional term in the exponent called the correction factor which corresponds to the trace of the conditional covariance of the signal given the observations. The authors show that this correction term is nothing but the trace of the symmetrized Frechet derivative of the nonlinear filter map and hence the likelihood ratio can be completely represented in terms of the observations and the filter map
Published in:
Information Theory, IEEE Transactions on
(Volume:41
,
Issue:
3
)
Date of Publication: May 1995
- Page(s):
- 833 - 836
- ISSN :
- 0018-9448
- INSPEC Accession Number:
- 4959158
- Digital Object Identifier :
- 10.1109/18.382037
- Product Type:
- Journals & Magazines
- Date of Current Version :
- 06 August 2002
- Issue Date :
- May 1995
- Sponsored by :
- IEEE Information Theory Society
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