DocumentCode :
925195
Title :
Stochastic processes in estimation theory
Author :
Segall, Adrian
Volume :
22
Issue :
3
fYear :
1976
fDate :
5/1/1976 12:00:00 AM
Firstpage :
275
Lastpage :
286
Abstract :
We describe the role of various stochastic processes, especially martingales and related concepts, in estimation theory. It is shown, in the simplest context, that in nonlinear estimation theory martingales play the same fundamental role as uncorrelation and white noise do in linear estimation.
Keywords :
Estimation; Martingales; Nonlinear estimation; Books; Computer networks; Ear; Estimation theory; Filtering; History; Signal processing; Stochastic processes; Stochastic resonance; White noise;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.1976.1055559
Filename :
1055559
Link To Document :
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