General Reproducing Kernel Hilbert Spaces Research Articles

RKHS approach to detection and estimation problems--IV: Non-Gaussian detection

We introduce the reproducing-kernel Hilbert space (RKHS) associated with the characteristic functional of a random process and use it to develop a general RKHS theory for non-Gaussian detection. Previously known results for choosing between processes with Gaussian and Poisson statistics are obtained as specializations of this theory.