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

DOI10.1137/0319042zbMath0475.93058OpenAlexW1980708474MaRDI QIDQ3931136

Kenko Uchida

Publication date: 1981

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0319042

zbMATH Keywords

Wiener processBayes formulawhite Gaussian noisestochastic integral equationsinnovation problemintegral operationtime delay in the feedback loop

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03) Stochastic integral equations (60H20)

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