@conference {
	title = {Simultaneous Detection and Estimation for Diffusion Process Signals},
	author = {Baras, John S.},
	year = {1983},
	month = {09/1983},
	abstract = {We consider the problem of simultaneous detection and estimation when the~signals corresponding to the M different hypotheses can be modelled as outputs of M distinct stochastic dynamical systems of the Ito type. Under very mild assumptions on the models and on the cost structure we show that there exist a set of sufficient statistics for the simultaneous detection-estimation problem that can be computed recursively by linear equations. Furthermore we show that the structure of the~detector and estimator is completely determined by the cost structure. The methodology used ~employes recent advances in nonlinear filtering and stochastic control of partially observed stochastic systems of the Ito type. Specific examples and applications in radar tracking and discrimination problems are given.},
	address = {St. Jovite, Quebec, Canada},
	booktitle = {The 1983 IEEE International Symposium on Information Theory},
	pages = {pp. 104-105}
}
