Convergence of the calculation of the innovation process

DOI10.1109/18.179375zbMath0780.93089OpenAlexW1751641131MaRDI QIDQ4034470

Yu Yaoqi, Rui J. P. de Figueiredo

Publication date: 16 May 1993

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

Full work available at URL: https://doi.org/10.1109/18.179375

zbMATH Keywords

nonlinear filteringinnovation processItô stochastic integral

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (1)

An infinite expansion for nonlinear filtering

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