• DocumentCode
    928138
  • Title

    A direct proof of innovations/observations equivalence for Gaussian procedures (Corresp.)

  • Author

    Davis, M.H.A.

  • Volume
    24
  • Issue
    2
  • fYear
    1978
  • fDate
    3/1/1978 12:00:00 AM
  • Firstpage
    252
  • Lastpage
    254
  • Abstract
    A direct argument is given to show that the linear subspaces spanned by an observed process and its linear innovations are the same, and hence that in the Gaussian case these generate the same families of \\sigma -fields.
  • Keywords
    Estimation; Gaussian processes; Innovations methods (stochastic processes); Additive white noise; Covariance matrix; Gaussian processes; Hilbert space; Integral equations; Noise measurement; Stochastic processes; Strontium; Technological innovation; Yttrium;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1978.1055845
  • Filename
    1055845
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=928138