A general Bayes rule and its application to nonlinear estimation

DOI10.1016/0020-0255(75)90035-3MaRDI QIDQ1218697zbMATHOpenAlexFDO

Authors James Ting-Ho Lo

Publication date 1975

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0020-0255(75)90035-3

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Estimation and detection in stochastic control theory (93E10) Sufficiency and information (62B99)

Cites work

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• Estimation of Stochastic Systems: Arbitrary System Process with Additive White Noise Observation Errors
• On a Measure of Stochastic Dependence
• On optimal nonlinear estimation. I: Continuous observation
• On the optimal filtering of diffusion processes
• Prediction for some processes related to a fractional Brownian motion
• Transformations of Wiener integrals under translations

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