DocumentCode
3000189
Title
A representation theorem for observed jump processes
Author
Snyder, D.L.
Author_Institution
Washington University, St. Louis, Missouri
fYear
1972
fDate
13-15 Dec. 1972
Firstpage
218
Lastpage
218
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;
fLanguage
English
Publisher
ieee
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
Type
conf
DOI
10.1109/CDC.1972.268989
Filename
4044912
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