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
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