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- W1534851095 abstract "In this paper we consider a new way to calculate the logarithm of the Likelihood Ratio Function for Gaussian signals. This approach is based on the standard Kalman filter. Its efficiency is substantiated theoretically, and numerical examples show how such a method works in practice." @default.
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- W1534851095 date "2003-01-01" @default.
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- W1534851095 title "On Effective Computation of the Logarithm of the Likelihood Ratio Function for Gaussian Signals" @default.
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- W1534851095 doi "https://doi.org/10.1007/3-540-44862-4_45" @default.
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