• DocumentCode
    1028834
  • Title

    Limits of conditional expectations

  • Author

    Groggin, E.

  • Author_Institution
    Dept. of Math., Iowa State Univ., Ames, IA
  • Volume
    39
  • Issue
    6
  • fYear
    1993
  • fDate
    11/1/1993 12:00:00 AM
  • Firstpage
    1967
  • Lastpage
    1972
  • Abstract
    Convergence of conditional expectations is considered. The convergence results for conditional expectations are shown to be the same as when the absolutely continuous change of measure can be made directly. A filtering application is examined. If the approximating model uses noise increments with a density which must have compact support, conditions are given which ensure the expected convergence of the conditional expectations
  • Keywords
    convergence; filtering and prediction theory; statistical analysis; conditional expectations limits; convergence; density; filtering application; noise increments; Arithmetic; Entropy; Huffman coding; Notice of Violation; Redundancy; Signal processing; Signal processing algorithms; Speech processing;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/18.265505
  • Filename
    265505
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1028834