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

DOI10.1137/0319042MaRDI QIDQ3931136zbMATH OpenOpenAlexFDO

Authors 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 processwhite Gaussian noisestochastic integral equationsinnovation problemBayes formulaintegral operationtime delay in the feedback loop

Mathematics Subject Classification ID

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

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