Title :
The Zakai forms of the prediction and smoothing equations (Corresp.)
Author :
Antonelli, P. ; Elliott, Ryan
fDate :
11/1/1986 12:00:00 AM
Abstract :
Zakai forms for the prediction and smoothing equations are obtained which, like the Zakai filtering equation, are linear in the unnormalized conditional expectation.
Keywords :
Prediction methods; Smoothing methods; Filtering; Measurement standards; Motion measurement; Nonlinear filters; Partial differential equations; Random variables; Signal processing; Smoothing methods; Stochastic processes; TV;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1986.1057246
