A direct proof of innovations/observations equivalence for Gaussian procedures (Corresp.)

DOI10.1109/TIT.1978.1055845zbMath0406.93051MaRDI QIDQ4193373

Mark H. A. Davis

Publication date: 1978

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

zbMATH Keywords

Gaussian ProcessesLinear InnovationsObserved Process

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Observability (93B07) Stochastic systems in control theory (general) (93E03)

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