Relations between the likehood ratios for two-dimensional continuous and discrete stochastic processes

R. Luesink, Rob Luesink

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

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Abstract

The author considers the likelihood ratio for 2D processes. In order to detect this ratio, it is necessary to compute the determinant of the covariance operator of the signal-plus-noise observation process. In the continuous case, this is in general a difficult problem. For cyclic processes, using Fourier transforms it is possible to compute the determinant for continuous and discrete processes. For the 2D Poisson equation and its discretization, it is shown that the discretized determinant converges to the continuous one if the stepsize tends to zero
Original languageUndefined
Title of host publication30th IEEE Conference on Decisions and Control
Place of PublicationBrighton, U.K.
PublisherIEEE
Pages2394-2395
Number of pages2
ISBN (Print)9780780304505
DOIs
Publication statusPublished - 11 Dec 1991
Event30th IEEE Conference on Decision and Control, CDC 1991 - Brighton, United Kingdom
Duration: 11 Dec 199113 Dec 1991
Conference number: 30

Publication series

Name
PublisherIEEE
Volume3

Conference

Conference30th IEEE Conference on Decision and Control, CDC 1991
Abbreviated titleCDC
CountryUnited Kingdom
CityBrighton
Period11/12/9113/12/91

Keywords

  • METIS-141564
  • IR-30923

Cite this

Luesink, R., & Luesink, R. (1991). Relations between the likehood ratios for two-dimensional continuous and discrete stochastic processes. In 30th IEEE Conference on Decisions and Control (pp. 2394-2395). Brighton, U.K.: IEEE. https://doi.org/10.1109/CDC.1991.261617
Luesink, R. ; Luesink, Rob. / Relations between the likehood ratios for two-dimensional continuous and discrete stochastic processes. 30th IEEE Conference on Decisions and Control. Brighton, U.K. : IEEE, 1991. pp. 2394-2395
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Luesink, R & Luesink, R 1991, Relations between the likehood ratios for two-dimensional continuous and discrete stochastic processes. in 30th IEEE Conference on Decisions and Control. IEEE, Brighton, U.K., pp. 2394-2395, 30th IEEE Conference on Decision and Control, CDC 1991, Brighton, United Kingdom, 11/12/91. https://doi.org/10.1109/CDC.1991.261617

Relations between the likehood ratios for two-dimensional continuous and discrete stochastic processes. / Luesink, R.; Luesink, Rob.

30th IEEE Conference on Decisions and Control. Brighton, U.K. : IEEE, 1991. p. 2394-2395.

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

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N2 - The author considers the likelihood ratio for 2D processes. In order to detect this ratio, it is necessary to compute the determinant of the covariance operator of the signal-plus-noise observation process. In the continuous case, this is in general a difficult problem. For cyclic processes, using Fourier transforms it is possible to compute the determinant for continuous and discrete processes. For the 2D Poisson equation and its discretization, it is shown that the discretized determinant converges to the continuous one if the stepsize tends to zero

AB - The author considers the likelihood ratio for 2D processes. In order to detect this ratio, it is necessary to compute the determinant of the covariance operator of the signal-plus-noise observation process. In the continuous case, this is in general a difficult problem. For cyclic processes, using Fourier transforms it is possible to compute the determinant for continuous and discrete processes. For the 2D Poisson equation and its discretization, it is shown that the discretized determinant converges to the continuous one if the stepsize tends to zero

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KW - IR-30923

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Luesink R, Luesink R. Relations between the likehood ratios for two-dimensional continuous and discrete stochastic processes. In 30th IEEE Conference on Decisions and Control. Brighton, U.K.: IEEE. 1991. p. 2394-2395 https://doi.org/10.1109/CDC.1991.261617