Hucke, H. P.; Kallianpur, G.; Karandikar, R. L. - In: Journal of Multivariate Analysis 27 (1988) 1, pp. 261-269
It is shown that for a wide class of signal processes and bounded g, the conditional expectation [pi](g, y) in the white noise filtering model is a C[infinity]-functional of the observations in the sense that [pi](g, y) and its Fréchet derivatives (which exist) are random variables on the...