• DocumentCode
    942289
  • Title

    The Zakai forms of the prediction and smoothing equations (Corresp.)

  • Author

    Antonelli, P. ; Elliott, Ryan

  • Volume
    32
  • Issue
    6
  • fYear
    1986
  • fDate
    11/1/1986 12:00:00 AM
  • Firstpage
    816
  • Lastpage
    817
  • 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;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1986.1057246
  • Filename
    1057246