EUSFLAT
2009
13 years 10 months ago
2009
We examine generalizations of random variables and martingales. We prove a new convergence theorem for setvalued martingales. We also generalize a well known characterization of se...
CDC
2009
IEEE
14 years 4 months ago
2009
IEEE
The explicit solution of the filtering problem with exponential criteria for a general Gaussian signal is obtained through an approach which is based on a conditional Cameron-Mart...