# IEEE Transactions on Information Theory

## Filter Results

Displaying Results 1 - 25 of 38
• ### Regular point processes and their detection

Publication Year: 1972, Page(s):547 - 557
Cited by:  Papers (56)
| | PDF (1557 KB)

A class of point processes that possess intensity functions are studied. The processes of this class, which seem to include most point processes of practical interest, are called regular point processes (RPP's). Expressions for the evolution of these processes and especially for their joint occurrence statistics are derived. Compound RPP's, which are RPP's whose intensity functions are themselves ... View full abstract»

• ### Smoothing for doubly stochastic Poisson processes

Publication Year: 1972, Page(s):558 - 562
Cited by:  Papers (23)
| | PDF (620 KB)

Some general equations are derived for the smoothing density of a Markov process that modulates the intensity of an observed doubly stochastic Poisson process. The equations are in terms of filtering densities that are specified by recursive equations. View full abstract»

• ### Estimation and detection of weak optical signals

Publication Year: 1972, Page(s):562 - 573
Cited by:  Papers (17)
| | PDF (1613 KB)

In this paper we consider the problem of estimation and detection of Weak optical signals formulated as a problem in point process theory. Indeed at very low light intensity the only information available from an intensity detector is the random distribution of time instants<tex>\{t_i \}</tex>at which photons of the field are absorbed and photoelectrons emitted. There is also a noise d... View full abstract»

• ### Error expressions for optimal linear filtering of stationary processes

Publication Year: 1972, Page(s):574 - 582
Cited by:  Papers (8)
| | PDF (1006 KB)

Error expressions for optimal linear causal filtering of second-order stationary processes are derived by a method based on Hardy space theory. This method is applicable when one of the spectral densities is rational with a known structure. The operations involved in the computation of error expressions are mainly simple residue evaluations. Several examples are given. View full abstract»

• ### Finite-dimensional sensor orbits and optimal nonlinear filtering

Publication Year: 1972, Page(s):583 - 588
Cited by:  Papers (39)  |  Patents (3)
| | PDF (841 KB)

The filtering problem of a system with linear dynamics and non-Gaussian a priori distribution is investigated. A closed-form exact solution to the problem is presented along with an approximation scheme. The approximation is made in the construction of a mathematical model. It reduces optimal estimation to a combination of linear estimations. The asymptotic behavior of the filter is examined. The ... View full abstract»

• ### A covariance approach to spectral moment estimation

Publication Year: 1972, Page(s):588 - 596
Cited by:  Papers (175)  |  Patents (10)
| | PDF (1033 KB)

We are interested in estimating the moments of the spectral density of a comp[ex Gaussian signal process\{ q^{(1)} (t) \}when the signal process is immersed in independent additive complex Gaussian noise\{q^{(2)} (t) \}. Using vector samplesQ = \{ q(t_1),\cdots ,q(t_m)\}, whereq(t) = q^{(1)}(t) + q^{(2)}(t), estimators for determining the spectral moment... View full abstract»

• ### Robust estimation of signal amplitude

Publication Year: 1972, Page(s):596 - 606
Cited by:  Papers (35)
| | PDF (1195 KB)

An iterative estimation procedure involving the use of a light limiter is proposed for obtaining robust estimates of the amplitude of a signal of known form in additive nearly Gaussian noise. In the case of a constant signal the procedure, referred to as the iterative limiter estimator (ILE), is exhibited as a form of stochastic approximation and the procedure is shown to be robust in a well-defin... View full abstract»

• ### Simultaneous signal detection and estimation under multiple hypotheses

Publication Year: 1972, Page(s):607 - 614
Cited by:  Papers (52)
| | PDF (1101 KB)

Simultaneous detection and estimation under multiple hypotheses when data from only one observation interval are available, are treated on the basis of statistical decision theory. Estimation is carried out under the assumption that the signal of interest is not present with probability 1, which is necessary if detection is to be a meaningful operation. Also, we consider the case where the operati... View full abstract»

• ### Asymptotic risk stability resulting from play against the past in a sequence of decision problems

Publication Year: 1972, Page(s):614 - 617
Cited by:  Papers (4)
| | PDF (618 KB)

When a given statistical decision problem occurs repeatedly, there is interest in the strategy that plays Bayes versus the empirical distribution of past parameter values. We point out some implications that some previously investigated continuity conditions have on the stability of average loss, risk, and average risk across the sequence of decision problems. This is done first for arbitrary para... View full abstract»

• ### Considerations of sample and feature size

Publication Year: 1972, Page(s):618 - 626
Cited by:  Papers (182)
| | PDF (885 KB)

In many practical pattern-classification problems the underlying probability distributions are not completely known. Consequently, the classification logic must be determined on the basis of vector samples gathered for each class. Although it is common knowledge that the error rate on the design set is a biased estimate of the true error rate of the classifier, the amount of bias as a function of ... View full abstract»

• ### k_n-nearest neighbor classification

Publication Year: 1972, Page(s):627 - 630
Cited by:  Papers (21)
| | PDF (407 KB)

Thek_nnearest neighbor classification rule is a nonparametric classification procedure that assigns a random vectorZto one of two populations\pi_1, \pi_2. Samples of equal sizenare taken from\pi_1and\pi_2and are ordered separately with respect to their distance fromZ = z. The rule assignsZto\pi_1if t... View full abstract»

• ### Signal classification through quasi-singular detection with applications in mechanical fault diagnosis

Publication Year: 1972, Page(s):631 - 636
Cited by:  Papers (1)
| | PDF (902 KB)

This paper deals with the classification of signals in terms of their autocorrelation functions. For each of two classes the eigenfunctions of the autocorrelation function are found, and a proper subset of each one is chosen. An unknown signal is classified by comparing the norms of its projections on the two subsets of eigenfunctions. By working with the eigenfunctions corresponding to the smalle... View full abstract»

• ### Binary-symmetric-channel error effects on PCM color-image transmission

Publication Year: 1972, Page(s):636 - 643
| | PDF (743 KB)

This paper considers the effects of channel errors on the digital transmission of color images. In the transmission system analyzed, each picture element of a color image is represented by three color components. Two cases are considered: the tristimulus representation and the luminance and chromaticity representation. Each color component is coded with a constant-word-length PCM code and passed t... View full abstract»

• ### Complementary sets of sequences

Publication Year: 1972, Page(s):644 - 652
Cited by:  Papers (329)  |  Patents (20)
| | PDF (1176 KB)

A set of equally long finite sequences, the elements of which are either + 1 or - 1, is said to be a complementary set of sequences if the sum of autocorrelation functions of the sequences in that set is zero except for a zero-shift term. A complementary set of sequences is said to be a mate of another set if the sum of the cross-correlation functions of the corresponding sequences in these two se... View full abstract»

• ### Class of constructive asymptotically good algebraic codes

Publication Year: 1972, Page(s):652 - 656
Cited by:  Papers (112)
| | PDF (659 KB)

For any rate<tex>R, 0 &lt; R &lt; 1</tex>, a sequence of specific<tex>(n,k)</tex>binary codes with rate<tex>R_n &gt; R</tex>and minimum distance<tex>d</tex>is constructed such that $$\lim_{n \rightarrow \infty} \inf \frac{d}{n} \geq (1 - r ^{-1} R)H^{-1} (1 - r)&gt; 0$$ (and hence the codes are asymptotical... View full abstract»

• ### Signals through nonlinearities and the suppression of undesired intermodulation terms (Corresp.)

Publication Year: 1972, Page(s):657 - 659
Cited by:  Papers (1)
| | PDF (572 KB)

The analysis of an arbitrary number of signals plus noise passed through a nonlinearity is extended to the general class of<tex>\nu</tex>th-law devices. Closed-form approximations to a number of special cases of interest are obtained from the general result. Using the approximations a method for suppressing undesired intermodulation terms is suggested; it is confirmed by laboratory mea... View full abstract»

• ### Characterization of stationary processes differentiable in mean square (Corresp.)

Publication Year: 1972, Page(s):659 - 661
Cited by:  Papers (1)
| | PDF (566 KB)

Recently Mazo and Salz proved that if<tex>\{ Y(t), t \in T \}</tex>is a stationary random process with mean-square derivative<tex>\{ \dot{Y}(t), t \in T \</tex>}, then the conditional expectation of<tex>\dot{Y} (t)</tex>given<tex>Y(t)</tex>is zero almost everywhere with respect to the distribution of<tex>Y(t)</tex>. We extend this propert... View full abstract»

• ### Central symmetry in worst case estimation (Corresp.)

Publication Year: 1972, Page(s):661 - 662
| | PDF (287 KB)

Without special assumptions as to the values of coefficients, the simplifications due to central symmetry in worst case estimation, for linear systems with convex constraints, can be obtained only in the case of (generalized) energy constraints. View full abstract»

• ### Uniform linear prediction of bandlimited processes from past samples (Corresp.)

Publication Year: 1972, Page(s):662 - 664
Cited by:  Papers (20)
| | PDF (418 KB)

For<tex>x(t)</tex>either a deterministic or stochastic signal band-limited to the normalized frequency interval<tex>\mid\omega\mid \leq \pi</tex>, explicit coefficients<tex>\{ a_{kn} \}</tex>are exhibited that have the property that $$lim_{n \rightarrow \infty} \parallel x(t) - \sum_{1}^n a_{kn} x(t - kT) \parallel = 0$$ in an appropr... View full abstract»

• ### Detection performance of the narrow-band Wilcoxon detector against Gaussian noise (Corresp.)

Publication Year: 1972, Page(s):664 - 667
Cited by:  Papers (7)
| | PDF (645 KB)

Two adaptations of the nonparametric Wilcoxon test for use in detecting a coherent train of narrow-band signal pulses with unknown starting phase in a background of statistically undefined noise have been proposed in the literature. The performance of these detectors when the noise is stationary Gaussian is determined and compared. For a finite train of signal pulses, results were obtained by Mont... View full abstract»

• ### Reconstruction of finite duration signals (Corresp.)

Publication Year: 1972, Page(s):667 - 669
Cited by:  Papers (3)
| | PDF (413 KB)

The problem of reconstructing a finite-duration finite-energy signal that has been band limited and sampled is considered. An interpolation formula is derived that, in principle, permits perfect signal reconstruction in the noiseless case provided only that the sampling frequency exceeds the cutoff frequency of the band-limiting filter. The degradation introduced by measurement noise on the sample... View full abstract»

• ### An error bound for Lagrange interpolation of low-pass functions (Corresp.)

Publication Year: 1972, Page(s):669 - 671
Cited by:  Papers (13)
| | PDF (443 KB)

The well-known error formula for Lagrange interpolation is used to derive an expression for a truncation error bound in terms of the sampling rate and Nyquist frequency for regular samples and central interpolation. The proof is restricted to pulse-type functions possessing a Fourier transform. The formula finds application to the estimation of convergence rate in iterative interpolation, thus pro... View full abstract»

• ### On decision-directed estimation and stochastic approximation (Corresp.)

Publication Year: 1972, Page(s):671 - 673
Cited by:  Papers (9)
| | PDF (457 KB)

A decision-directed scheme for estimating the mean is expressed as a stochastic approximation algorithm. The algorithm is shown to converge, but not to the true value, by means of the theory of stochastic approximation. A modification of the algorithm that converges to the true value is presented. View full abstract»

• ### Linear sequential pattern classification (Corresp.)

Publication Year: 1972, Page(s):673 - 678
Cited by:  Papers (6)
| | PDF (945 KB)

A nonparametric sequential pattern classifier called a linear sequential classifier (LSC) is presented. The pattern components are measured sequentially and the decisions either to measure the next component or to stop and classify the pattern are made using linear functions derived from sample patterns based on the least mean-square error criterion. The required linear functions are computed usin... View full abstract»

• ### Error probability in dependent pattern classification (Corresp.)

Publication Year: 1972, Page(s):678 - 680
Cited by:  Papers (1)
| | PDF (385 KB)

This correspondence derives an upper bound on the probability of error of the<tex>m</tex>-class Bayes decision process when the patterns observed have first-order stochastic dependence. The bound is derived by applying an information-theoretic approach in which both the equivocation and the Bhattacharyya coefficient play a role. View full abstract»

## Aims & Scope

IEEE Transactions on Information Theory publishes papers concerned with the transmission, processing, and utilization of information.

Full Aims & Scope

## Meet Our Editors

Editor-in-Chief
Alexander Barg

Department of Electrical and Computer Engineering and the Institute for Systems Research, University of Maryland

email: abarg-ittrans@ece.umd.edu