Likelihood Ratios for Time-Continuous Data Models: The White Noise Approach.

Abstract

This document develops a formula for likelihood functionals for signals in additive noise in the time-continuous case using a white noise approach. It is shown that the formula differs from the well-known formula in the Wiener process version by the appearance of an additional term corresponding to the conditional mean square filtering error.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1976
Accession Number
ADA037764

Entities

People

  • A.V. Balakrishnan

Organizations

  • University of California, Los Angeles

Tags

Communities of Interest

  • Energy and Power Technologies
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Additives (Chemicals)
  • Air Force
  • California
  • Computer Simulations
  • Digital Computers
  • Identification
  • Noise
  • Observation
  • Probability
  • Random Variables
  • Scientific Research
  • Sequences
  • Simulations
  • Systems Analysis
  • Two Dimensional
  • White Noise

Fields of Study

  • Engineering

Readers

  • Image Processing and Computer Vision.
  • Mathematical Modeling and Probability Theory.
  • Regression Analysis.