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- W2314103679 abstract "The problem of innovations informational equivalence is discussed for observations with feedback. The additive noise is assumed to be a continuous square integrable martingale. Under the assumptions of 1) square integrability on the signal; 2) mutual independence between the noise and the part of the signal other than the feedback; 3) existence and uniqueness of the strong solution of the observation equation as a stochastic differential equation; 4) a weighted square integrability on the signal, it is shown that the innovations informational equivalence holds." @default.
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- W2314103679 date "1997-01-01" @default.
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- W2314103679 title "Innovations Informational Equivalence for Observations with Feedback" @default.
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- W2314103679 doi "https://doi.org/10.9746/sicetr1965.33.483" @default.
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