Current amount of information for continuous estimation in problems of nonlinear filtering (a Gaussian approximation)

zbMATH Open0444.93043MaRDI QIDQ1145113

A. Ya. Gorodetskii

Publication date: 1979

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

Gaussian white noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Measures of information, entropy (94A17)

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