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
Link To Document