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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    author = "R. Luesink and Rob Luesink",
    year = "1991",
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    language = "Undefined",
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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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    BT - 30th IEEE Conference on Decisions and Control

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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