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• W2133754032 abstract "The observation process y considered is an additive composition of continuous and discontinuous components. The additive Gaussian, point, and jump process models, treated separately in the past, are all included here simultaneously. Representations for y in terms of its innovations and following a Girsanov-type measure transformation are derived. These are then used to develop a measure form of Bayes' rule that provides a convenient tool for the study of estimation and decision problems arising in a variety of applications including communication and control." @default.
• W2133754032 created "2016-06-24" @default.
• W2133754032 creator A5044603645 @default.
• W2133754032 creator A5075758745 @default.
• W2133754032 date "1976-11-01" @default.
• W2133754032 modified "2023-09-28" @default.
• W2133754032 title "Estimation and decision for observations derived from martingales: Part I, Representations" @default.
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• W2133754032 doi "https://doi.org/10.1109/tit.1976.1055643" @default.
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