The detection integral equation is a Fredholm equation of the first kind whose kernel is the autocovariance function of a stationary random process. A simple technique is presented for solving this equation when the spectral density of the process is a rational function of frequency. The method uses the solutions of the corresponding Wiener-Hopf equations over the left- and right-hand semi-infinite intervals.
['Carl W. Helstrom']
Solution of the detection integral equation for stationary filtered white noise