Sufficient Conditions for Observation-Innovation Equivalence in White Gaussian Channels with Feedback (Q3931136)

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Sufficient Conditions for Observation-Innovation Equivalence in White Gaussian Channels with Feedback
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    Sufficient Conditions for Observation-Innovation Equivalence in White Gaussian Channels with Feedback (English)
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    1981
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    innovation problem
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    white Gaussian noise
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    Bayes formula
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    stochastic integral equations
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    Wiener process
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    time delay in the feedback loop
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    integral operation
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