Abstract
A rigorous approach to nonlinear estimation of signals in additive white Gaussian noise using the innovations method is presented. The general argument is deliberately chosen to follow the same lines as in the linear case given in a previous note (see Engineering Index 1972 Pt 1 p 223 abstract 11189). Although a much heavier use of martingales is necessary here, the parallelism is quite striking.
| Original language | English |
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| Pages | 616-620 |
| Number of pages | 5 |
| State | Published - 1973 |
| Event | IEEE Conf on Decis and Control, incl Symp on Adapt Processes, 12th, Proc, Dec 5-7 1973 - San Diego, CA, USA Duration: 5 Dec 1973 → 7 Dec 1973 |
Conference
| Conference | IEEE Conf on Decis and Control, incl Symp on Adapt Processes, 12th, Proc, Dec 5-7 1973 |
|---|---|
| City | San Diego, CA, USA |
| Period | 5/12/73 → 7/12/73 |