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

Publisher Website

1 March 1978

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory

Vol. 24 (2) , 252-254
https://doi.org/10.1109/tit.1978.1055845

Abstract

No abstract available

Keywords

This publication has 5 references indexed in Scilit:

On Kailath's Innovations Conjecture Hold
Bell System Technical Journal, 1976
Stochastic Differential Systems I
Published by Springer Nature ,1973
A Note on Least Squares Estimation by the Innovations Method
SIAM Journal on Control, 1972
Absolute Continuity and Radon-Nikodym Derivatives for Certain Measures Relative to Wiener Measure
The Annals of Mathematical Statistics, 1971
An innovations approach to least-squares estimation--Part II: Linear smoothing in additive white noise
IEEE Transactions on Automatic Control, 1968