Title :
A representation theorem for observed jump processes
Author_Institution :
Washington University, St. Louis, Missouri
Abstract :
The importance and usefulness of the Bucy Representation Theorem in the theory of filtering and detection for nonlinear observations of an information signal in additive white Gaussian noise is by now well established. In this paper, we give an analogous representation when the information signal influences the transition rates of an observed jump process.
Keywords :
Additive white noise; Signal processing;
Conference_Titel :
Decision and Control, 1972 and 11th Symposium on Adaptive Processes. Proceedings of the 1972 IEEE Conference on
Conference_Location :
New Orleans, Louisiana, USA
DOI :
10.1109/CDC.1972.268989
