Likelihood Ratios for Signals in Additive White Noise,
CALIFORNIA UNIV LOS ANGELES DEPT OF SYSTEM SCIENCE
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A formula is presented for likelihood functionals for signals in which the corrupting noise is modelled as white noise rather than the usual Wiener process. The main difference is the appearance of an additional term corresponding to the conditional mean square error. One application is to consider the order-disorder problem of Shiryayev.