Hucke, H. P. ; Kallianpur, G. ; Karandikar, R. L. (1988) Smoothness properties of the conditional expectation in finitely additive white noise filtering Journal of Multivariate Analysis, 27 (1). pp. 261-269. ISSN 0047-259X
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/004725...
Related URL: http://dx.doi.org/10.1016/0047-259X(88)90129-7
Abstract
It is shown that for a wide class of signal processes and bounded g, the conditional expectation π(g, y) in the white noise filtering model is a C∞-functional of the observations in the sense that π(g, y) and its Frechet derivatives (which exist) are random variables on the quasicylindrical probability space on which the observation model is defined.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | C∞-functional; Finitely Additive White Noise Filtering |
| ID Code: | 18423 |
| Deposited On: | 17 Nov 2010 09:11 |
| Last Modified: | 04 Jun 2011 08:18 |
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