Convergence of the calculation of the innovation process

DOI10.1109/18.179375zbMATH Open0780.93089OpenAlexW1751641131MaRDI QIDQ4034470FDOQ4034470

Authors: Yu Yaoqi, Rui J. P. de Figueiredo 

Publication date: 16 May 1993

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.179375

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zbMATH Keywords

nonlinear filteringinnovation processItô stochastic integral

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cited In (2)

• An infinite expansion for nonlinear filtering
• The innovations problem

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