Optimal Estimation via Nonanticipative Rate Distortion Function and Applications to Time-Varying Gauss--Markov Processes (Q4691149)
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scientific article; zbMATH DE number 6958425
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Estimation via Nonanticipative Rate Distortion Function and Applications to Time-Varying Gauss--Markov Processes |
scientific article; zbMATH DE number 6958425 |
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Optimal Estimation via Nonanticipative Rate Distortion Function and Applications to Time-Varying Gauss--Markov Processes (English)
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18 October 2018
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causal filters
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nonanticipative rate distortion function
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mean-squared error distortion
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dynamic reverse-waterfilling
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universal lower bound
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