Estimation and decision for observations derived from martingales: Part I, Representations

DOI10.1109/TIT.1976.1055643MaRDI QIDQ4122565zbMATH OpenFDO

Authors Marco V. Vaca, Donald L. Snyder

Publication date 1976

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

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Communication theory (94A05) Estimation and detection in stochastic control theory (93E10)

Cited in

(3)

• Proper representation and optimal control of a non-linear stochastic system
• Non-linear filtering with discontinuous observations and applications to life sciences
• Proper representation and optimal control of a non-linear stochastic system

This page was built for publication: Estimation and decision for observations derived from martingales: Part I, Representations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4122565)