A State-Space Approach to Optimal Level-Crossing Prediction for Linear Gaussian Processes

DOI10.1109/TIT.2010.2059930zbMath1366.60072OpenAlexW2135473960MaRDI QIDQ5281262

Rodney A. Martin

Publication date: 27 July 2017

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

Full work available at URL: https://doi.org/10.1109/tit.2010.2059930

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Filtering in stochastic control theory (93E11) Prediction theory (aspects of stochastic processes) (60G25)

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