What is it about?
The rigorous treatement of the innovation conjecture of T. Kailath in the general correlated case where it is proven that its validity is equivalent to the equality between entropy and a certain kinetic energy.
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Why is it important?
This situation is verifiable using the numerical data.
Perspectives
The question is of fundamental importance in signal treatment and non-linear filtering.
Professor Ali Suleyman Ustunel
Bilkent University
Read the Original
This page is a summary of: Entropic solution of the innovation conjecture of T. Kailath, Kyoto Journal of Mathematics, September 2015, Duke University Press,
DOI: 10.1215/21562261-3089055.
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