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 
-fields.
-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 :
