Title :
Bilateral prediction
Author :
Elliott, Robert J.
Author_Institution :
Dept. of Stat. & Appl. Probability, Alberta Univ., Edmonton, Alta., Canada
fDate :
7/1/1989 12:00:00 AM
Abstract :
Semimartingale decompositions and prediction problems are discussed for a diffusion observed through a two-sided filtration. Enlarged filtrations as well as bilateral prediction are discussed in detail
Keywords :
filtering and prediction theory; information theory; stochastic processes; bilateral prediction; diffusion; semimartingale decompositions; two-sided filtration; Councils; Filtration; Image reconstruction; Polynomials; Probability; Signal processing; Statistics;
Journal_Title :
Information Theory, IEEE Transactions on
