{"id":"https://openalex.org/W2170164569","doi":"https://doi.org/10.1109/tit.2011.2133630","title":"Error Exponents for Neyman-Pearson Detection of a Continuous-Time Gaussian Markov Process From Regular or Irregular Samples","display_name":"Error Exponents for Neyman-Pearson Detection of a Continuous-Time Gaussian Markov Process From Regular or Irregular Samples","publication_year":2011,"publication_date":"2011-05-25","ids":{"openalex":"https://openalex.org/W2170164569","doi":"https://doi.org/10.1109/tit.2011.2133630","mag":"2170164569"},"language":"en","primary_location":{"id":"doi:10.1109/tit.2011.2133630","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tit.2011.2133630","pdf_url":null,"source":{"id":"https://openalex.org/S4502562","display_name":"IEEE Transactions on Information Theory","issn_l":"0018-9448","issn":["0018-9448","1557-9654"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Information Theory","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5109907576","display_name":"Walid Hachem","orcid":null},"institutions":[{"id":"https://openalex.org/I12356871","display_name":"T\u00e9l\u00e9com Paris","ror":"https://ror.org/01naq7912","country_code":"FR","type":"education","lineage":["https://openalex.org/I12356871","https://openalex.org/I205703379","https://openalex.org/I4210145102"]},{"id":"https://openalex.org/I1294671590","display_name":"Centre National de la Recherche Scientifique","ror":"https://ror.org/02feahw73","country_code":"FR","type":"government","lineage":["https://openalex.org/I1294671590"]},{"id":"https://openalex.org/I4210165912","display_name":"Laboratoire Traitement et Communication de l\u2019Information","ror":"https://ror.org/057er4c39","country_code":"FR","type":"facility","lineage":["https://openalex.org/I12356871","https://openalex.org/I205703379","https://openalex.org/I4210145102","https://openalex.org/I4210165912"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Walid Hachem","raw_affiliation_strings":["Institut Telecom/ CNRS LTCI, CNRS/UMR 5141,ENST, TELECOM ParisTech, Paris, France","Laboratoire Traitement et Communication de l'Information"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institut Telecom/ CNRS LTCI, CNRS/UMR 5141,ENST, TELECOM ParisTech, Paris, France","institution_ids":["https://openalex.org/I12356871","https://openalex.org/I1294671590","https://openalex.org/I4210165912"]},{"raw_affiliation_string":"Laboratoire Traitement et Communication de l'Information","institution_ids":["https://openalex.org/I4210165912"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101398712","display_name":"\u00c9ric Moulines","orcid":"https://orcid.org/0000-0002-2058-0693"},"institutions":[{"id":"https://openalex.org/I12356871","display_name":"T\u00e9l\u00e9com Paris","ror":"https://ror.org/01naq7912","country_code":"FR","type":"education","lineage":["https://openalex.org/I12356871","https://openalex.org/I205703379","https://openalex.org/I4210145102"]},{"id":"https://openalex.org/I1294671590","display_name":"Centre National de la Recherche Scientifique","ror":"https://ror.org/02feahw73","country_code":"FR","type":"government","lineage":["https://openalex.org/I1294671590"]},{"id":"https://openalex.org/I4210165912","display_name":"Laboratoire Traitement et Communication de l\u2019Information","ror":"https://ror.org/057er4c39","country_code":"FR","type":"facility","lineage":["https://openalex.org/I12356871","https://openalex.org/I205703379","https://openalex.org/I4210145102","https://openalex.org/I4210165912"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Eric Moulines","raw_affiliation_strings":["Institut Telecom/ CNRS LTCI, CNRS/UMR 5141,ENST, TELECOM ParisTech, Paris, France","Laboratoire Traitement et Communication de l'Information"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institut Telecom/ CNRS LTCI, CNRS/UMR 5141,ENST, TELECOM ParisTech, Paris, France","institution_ids":["https://openalex.org/I12356871","https://openalex.org/I1294671590","https://openalex.org/I4210165912"]},{"raw_affiliation_string":"Laboratoire Traitement et Communication de l'Information","institution_ids":["https://openalex.org/I4210165912"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5073675112","display_name":"Fran\u00e7ois Roueff","orcid":"https://orcid.org/0000-0003-2372-0724"},"institutions":[{"id":"https://openalex.org/I12356871","display_name":"T\u00e9l\u00e9com Paris","ror":"https://ror.org/01naq7912","country_code":"FR","type":"education","lineage":["https://openalex.org/I12356871","https://openalex.org/I205703379","https://openalex.org/I4210145102"]},{"id":"https://openalex.org/I1294671590","display_name":"Centre National de la Recherche Scientifique","ror":"https://ror.org/02feahw73","country_code":"FR","type":"government","lineage":["https://openalex.org/I1294671590"]},{"id":"https://openalex.org/I4210165912","display_name":"Laboratoire Traitement et Communication de l\u2019Information","ror":"https://ror.org/057er4c39","country_code":"FR","type":"facility","lineage":["https://openalex.org/I12356871","https://openalex.org/I205703379","https://openalex.org/I4210145102","https://openalex.org/I4210165912"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Fran\u00e7ois Roueff","raw_affiliation_strings":["Institut Telecom/ CNRS LTCI, CNRS/UMR 5141,ENST, TELECOM ParisTech, Paris, France","Laboratoire Traitement et Communication de l'Information"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institut Telecom/ CNRS LTCI, CNRS/UMR 5141,ENST, TELECOM ParisTech, Paris, France","institution_ids":["https://openalex.org/I12356871","https://openalex.org/I1294671590","https://openalex.org/I4210165912"]},{"raw_affiliation_string":"Laboratoire Traitement et Communication de l'Information","institution_ids":["https://openalex.org/I4210165912"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.6032,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.86789602,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"57","issue":"6","first_page":"3899","last_page":"3914"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12879","display_name":"Distributed Sensor Networks and Detection Algorithms","score":0.9980000257492065,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12879","display_name":"Distributed Sensor Networks and Detection Algorithms","score":0.9980000257492065,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9970999956130981,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12814","display_name":"Gaussian Processes and Bayesian Inference","score":0.9789000153541565,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7386101484298706},{"id":"https://openalex.org/keywords/gaussian-noise","display_name":"Gaussian noise","score":0.5779497623443604},{"id":"https://openalex.org/keywords/noise","display_name":"Noise (video)","score":0.5266789197921753},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4972837269306183},{"id":"https://openalex.org/keywords/context","display_name":"Context (archaeology)","score":0.4944181442260742},{"id":"https://openalex.org/keywords/white-noise","display_name":"White noise","score":0.4734004735946655},{"id":"https://openalex.org/keywords/stochastic-process","display_name":"Stochastic process","score":0.4487808346748352},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.41773998737335205},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.4125162959098816},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.18470990657806396},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.116771399974823}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7386101484298706},{"id":"https://openalex.org/C4199805","wikidata":"https://www.wikidata.org/wiki/Q2725903","display_name":"Gaussian noise","level":2,"score":0.5779497623443604},{"id":"https://openalex.org/C99498987","wikidata":"https://www.wikidata.org/wiki/Q2210247","display_name":"Noise (video)","level":3,"score":0.5266789197921753},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4972837269306183},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.4944181442260742},{"id":"https://openalex.org/C112633086","wikidata":"https://www.wikidata.org/wiki/Q381287","display_name":"White noise","level":2,"score":0.4734004735946655},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.4487808346748352},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.41773998737335205},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.4125162959098816},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.18470990657806396},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.116771399974823},{"id":"https://openalex.org/C115961682","wikidata":"https://www.wikidata.org/wiki/Q860623","display_name":"Image (mathematics)","level":2,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/tit.2011.2133630","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tit.2011.2133630","pdf_url":null,"source":{"id":"https://openalex.org/S4502562","display_name":"IEEE Transactions on Information Theory","issn_l":"0018-9448","issn":["0018-9448","1557-9654"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Information Theory","raw_type":"journal-article"},{"id":"pmh:oai:HAL:hal-00604392v1","is_oa":false,"landing_page_url":"https://imt.hal.science/hal-00604392","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"IEEE Transactions on Information Theory, 2011, 57 (6), pp.3899-3914. ⟨10.1109/TIT.2011.2133630⟩","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":33,"referenced_works":["https://openalex.org/W82186700","https://openalex.org/W571221908","https://openalex.org/W1261173442","https://openalex.org/W1488435683","https://openalex.org/W1568229137","https://openalex.org/W1978990971","https://openalex.org/W2006157226","https://openalex.org/W2023174325","https://openalex.org/W2035811299","https://openalex.org/W2042587503","https://openalex.org/W2065937235","https://openalex.org/W2068090215","https://openalex.org/W2071075189","https://openalex.org/W2085849252","https://openalex.org/W2098472956","https://openalex.org/W2106301166","https://openalex.org/W2119347354","https://openalex.org/W2122764859","https://openalex.org/W2128156560","https://openalex.org/W2133380705","https://openalex.org/W2140971281","https://openalex.org/W2142421793","https://openalex.org/W2146854872","https://openalex.org/W2164522996","https://openalex.org/W2167042458","https://openalex.org/W2168871528","https://openalex.org/W2170316986","https://openalex.org/W2173639595","https://openalex.org/W2962991637","https://openalex.org/W4238187298","https://openalex.org/W4292963524","https://openalex.org/W4293282250","https://openalex.org/W6628209719"],"related_works":["https://openalex.org/W2130974430","https://openalex.org/W3103566292","https://openalex.org/W3202710143","https://openalex.org/W2572355887","https://openalex.org/W1981192183","https://openalex.org/W2922917287","https://openalex.org/W2074565401","https://openalex.org/W1967211401","https://openalex.org/W2126735233","https://openalex.org/W1607924090"],"abstract_inverted_index":{"This":[0,132],"paper":[1],"addresses":[2],"the":[3,30,49,52,87,92,99,112,121,126,151,155,177],"detection":[4],"of":[5,35,54,98,101,123,154,171,179],"a":[6,12,33,36,55,95,102],"stochastic":[7,104],"process":[8,60],"in":[9,120,158,165,176],"noise":[10,24,46],"from":[11],"finite":[13],"sample":[14,34],"under":[15],"various":[16],"sampling":[17],"schemes.":[18],"We":[19],"consider":[20],"two":[21],"hypotheses.":[22],"The":[23,43],"only":[25],"hypothesis":[26,47],"amounts":[27],"to":[28,150],"model":[29],"observations":[31,50],"as":[32,51,86],"i.i.d.":[37],"Gaussian":[38,59],"random":[39,67,159],"variables":[40],"(noise":[41],"only).":[42],"signal":[44,93],"plus":[45],"models":[48],"samples":[53,124],"continuous":[56],"time":[57],"stationary":[58,160],"(the":[61],"signal)":[62],"taken":[63],"at":[64],"known":[65],"but":[66],"time-instants":[68],"and":[69],"corrupted":[70],"with":[71],"an":[72],"additive":[73],"noise.":[74],"Two":[75],"binary":[76],"tests":[77],"are":[78,140,148,174],"considered,":[79],"depending":[80],"on":[81],"which":[82,162],"assumptions":[83],"is":[84,94,109,130,134,163],"retained":[85],"null":[88],"hypothesis.":[89],"Assuming":[90],"that":[91,111,139,146],"linear":[96],"combination":[97],"solution":[100],"multidimensional":[103],"differential":[105],"equation":[106],"(SDE),":[107],"it":[108],"shown":[110],"minimum":[113],"Type":[114],"II":[115],"error":[116,137],"probability":[117,129],"decreases":[118],"exponentially":[119],"number":[122],"when":[125],"False":[127],"Alarm":[128],"fixed.":[131],"behavior":[133,153],"described":[135],"by":[136],"exponents":[138],"completely":[141],"characterized.":[142],"It":[143],"turns":[144],"out":[145],"they":[147],"related":[149],"asymptotic":[152],"Kalman":[156],"Filter":[157],"environment,":[161],"studied":[164],"this":[166],"paper.":[167],"Finally,":[168],"numerical":[169],"illustrations":[170],"our":[172],"claims":[173],"provided":[175],"context":[178],"sensor":[180],"networks.":[181]},"counts_by_year":[{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":1}],"updated_date":"2026-07-22T07:51:19.307946","created_date":"2025-10-10T00:00:00"}