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)

Full work available at URL https://doi.org/10.1109/TIT.1976.1055643

Mathematics Subject Classification ID

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

Cited in

(3)

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

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