A note on optimal nonlinear prediction for independent increment processes

DOI10.1016/S0020-0255(70)80051-2zbMath0202.16902OpenAlexW2087160768MaRDI QIDQ2540948

Yanyan Li

Publication date: 1970

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0020-0255(70)80051-2

Cites Work

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• Optimal nonlinear filtering for independent increment processes--Part I
• Near-optimal non-linear filtering using quasi-moment functions†

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