4 ms·
Uhm. That's not exactly a new result. See Theorem 2.7 (page 34) in [1] for the classical formulation. If the advantage is in the notation, please enlighten me.
by jpfr 5y ago
Uhm. That's not exactly a new result. See Theorem 2.7 (page 34) in [1] for the classical formulation.
If the advantage is in the notation, please enlighten me.
[1] Jazwinski, Andrew H. Stochastic Processes and Filtering Theory. Academic Press, 1970.
https://books.google.fr/books?id=4AqL3vE2J-sC&pg=PA34 https://books.google.fr/books?id=4AqL3vE2J-sC&pg=PA34
- derbOac 5y agoFWIW, 2.85 in [1] is not obviously the same to me as linked statement. Not saying it isn't the same but seems like there's some steps there. I agree it seems like something I've seen before though.