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Relations Between Information and Estimation in the Presence of Feedback - MaRDI portal

Relations Between Information and Estimation in the Presence of Feedback (Q5497044)

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scientific article; zbMATH DE number 6393288
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Relations Between Information and Estimation in the Presence of Feedback
scientific article; zbMATH DE number 6393288

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    Relations Between Information and Estimation in the Presence of Feedback (English)
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    30 January 2015
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    relations between information--theoretic quantities and estimation-theoretic quantities
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    ontinuous-time source
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    white Gaussian noise
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    Girsanov theory
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    Itô's calculus
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