Weaker conditions for innovations informational equivalence in the independent Gaussian case

DOI10.1109/TAC.1979.1101936zbMath0415.60046OpenAlexW2103350920MaRDI QIDQ3051164

Mosca, Edoardo

Publication date: 1979

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1979.1101936

zbMATH Keywords

Wiener processGaussian processreproducing kernel Hilbert spaceinnovation problem

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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