Simultaneous Detection and Estimation for Diffusion Type Signals

Simultaneous Detection and Estimation for Diffusion Type Signals

Title : Simultaneous Detection and Estimation for Diffusion Type Signals
Authors :
Han, Kyu San
Journal : Ph. D. Thesis
December 31, 1986

Secondly, based on the Chernoff bounds we analyze detection performances for both full and partial observation of signals generated by several kinds of finite dimensional nonlinear stochastic dynamical systems. Also performance evaluation in the parameter estimations is treated from a detection point of view.

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