On the innovations problem in a finitely additive white noise approach to nonlinear filtering

zbMath0715.93059MaRDI QIDQ752657

Ravi R. Mazumdar, Jin Heon Seo

Publication date: 1988

Published in: Differential and Integral Equations (Search for Journal in Brave)

zbMATH Keywords

additive Gaussian white noisenonlinear filtering problem

Mathematics Subject Classification ID

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

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