SOME EXTENSIONS OF INNOVATIONS THEOREM

被引:17
作者
KAILATH, T
机构
来源
BELL SYSTEM TECHNICAL JOURNAL | 1971年 / 50卷 / 04期
关键词
D O I
10.1002/j.1538-7305.1971.tb02563.x
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
引用
收藏
页码:1487 / +
相关论文
共 14 条
[1]  
Doob J. L., 1953, STOCHASTIC PROCESSES, V101
[2]  
FROST PA, 1970, OCT P UMR MERV J KEL, P7
[3]   A GENERAL LIKELIHOOD-RATIO FORMULA FOR RANDOM SIGNALS IN GAUSSIAN NOISE [J].
KAILATH, T .
IEEE TRANSACTIONS ON INFORMATION THEORY, 1969, 15 (03) :350-+
[4]  
KAILATH T, TO BE PUBLISHED
[5]  
KAILATH T, 1970, IEEE T INFORM THEORY, VIT16, P393
[6]  
KAILATH T, 1970, IEEE T INFM THEORY, VIT16, P276
[7]  
KALLIANPUR G, 1969, PERSONAL COMMUNICATI
[8]   ON SQUARE INTEGRABLE MARTINGALES [J].
KUNITA, H ;
WATANABE, S .
NAGOYA MATHEMATICAL JOURNAL, 1967, 30 (AUG) :209-&
[9]  
Loeve M., 1977, PROBABILITY THEORY
[10]  
MEYER P, 1967, INTEGRALES STOCHASTI, P72