TY - JOUR
T1 - Stochastic Processes in Estimation Theory
AU - Segall, Adrian
PY - 1976/5
Y1 - 1976/5
N2 - We describe the role of various stochastic processes, especially martingales and related concepts, in estimation theory. It is shown, in the simplest context, that in nonlinear estimation theory martingales play the same fundamental role as uncorrelation and white noise do in linear estimation.
AB - We describe the role of various stochastic processes, especially martingales and related concepts, in estimation theory. It is shown, in the simplest context, that in nonlinear estimation theory martingales play the same fundamental role as uncorrelation and white noise do in linear estimation.
UR - http://www.scopus.com/inward/record.url?scp=0016954071&partnerID=8YFLogxK
U2 - 10.1109/TIT.1976.1055559
DO - 10.1109/TIT.1976.1055559
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SN - 0018-9448
VL - 22
SP - 275
EP - 286
JO - IEEE Transactions on Information Theory
JF - IEEE Transactions on Information Theory
IS - 3
ER -