On the relation between filter maps and correction factors in likelihood ratios

DOI10.1109/18.382037zbMath0820.94006OpenAlexW2150080591MaRDI QIDQ4836918

Ravi R. Mazumdar, Arunabha Bagchi

Publication date: 21 June 1995

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

Full work available at URL: https://doi.org/10.1109/18.382037

zbMATH Keywords

signalcorrection factorlikelihood ratioFréchet derivativewhite noisenonlinear filter

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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