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An RKHS approach to detection and estimation problems- III: Generalized innovations representations and a likelihood-ratio formula.
Thomas Kailath
Donald L. Duttweiler
Published in:
IEEE Trans. Inf. Theory (1972)
Keyphrases
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likelihood ratio
estimation problems
likelihood ratio test
hypothesis testing
parameter estimation
hypothesis test
high dimensional
particle filter
kernel methods
dimensionality reduction
reproducing kernel hilbert space