On Kailath's Innovations Conjecture Hold
- 1 September 1976
- journal article
- website
- Published by Institute of Electrical and Electronics Engineers (IEEE) in Bell System Technical Journal
- Vol. 55 (7) , 981-1001
- https://doi.org/10.1002/j.1538-7305.1976.tb02924.x
Abstract
With z. a signal process, w. a Brownian motion, and yt 0t zsds wt, a noisy observation, the innovations problem is to determine whether y. is adapted to the innovations ...Keywords
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