Abstract
A general model for describing signals in jump-type observations is presented. It is shown that a martingale model includes all the previously proposed ones and also covers the difficult case of ″past-dependent″ signals that arises in feedback communication and control problems. Because of its similarity to the well-known signal-in-additive-white-Gaussian-noise model, this model can conveniently be used in solving problems of detection and estimation of signals in jump-type observations.
| Original language | English |
|---|---|
| Pages | 262-266 |
| Number of pages | 5 |
| State | Published - 1974 |
| Event | Symp on Nonlinear Estim Theory and Its Appl, 4th, Proc, Pap - San Diego, CA, USA Duration: 10 Sep 1973 → 12 Sep 1973 |
Conference
| Conference | Symp on Nonlinear Estim Theory and Its Appl, 4th, Proc, Pap |
|---|---|
| City | San Diego, CA, USA |
| Period | 10/09/73 → 12/09/73 |
Fingerprint
Dive into the research topics of 'MODELING OF SIGNALS IN DISCONTINUOUS OBSERVATIONS.'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver