Title :
Convergence of the calculation of the innovation process
Author :
Yu, Yaoqi ; de Figueiredo, Rui J.P.
Author_Institution :
California Univ., Irvine, CA, USA
fDate :
1/1/1993 12:00:00 AM
Abstract :
The calculation of the innovation process plays a significant role in the solution of the nonlinear filtering problem. Convergence of an approximate calculation of the innovation process is proved, and then illustrated
Keywords :
filtering and prediction theory; information theory; approximate calculation; convergence; innovation process; nonlinear filtering; Convergence; Extraterrestrial measurements; Filtering; Indium tin oxide; Integral equations; Mathematics; Motion measurement; Stochastic processes; Technological innovation; Yttrium;
Journal_Title :
Information Theory, IEEE Transactions on
