Likelihood ratios for signals in additive white noise

DOI10.1007/BF00968430zbMath0424.60052OpenAlexW4300475743MaRDI QIDQ5904244

A. V. Balakrishnan

Publication date: 1978

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00968430

zbMATH Keywords

likelihood ratiofilteringweak distribution

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

• Radon-Nikodym derivatives of a class of weak distributions on Hilbert spaces
• Stochastic differentials
• On the relation between ordinary and stochastic differential equations
• Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering
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