Information-theoretical optimal smoothing estimators

DOI10.1016/S0020-0255(80)80014-4zbMath0456.94005MaRDI QIDQ1150570

Takasi Soeda, Shunichiro Ohe, Yutaka Tomita, Shigeru Omatu

Publication date: 1980

Published in: Information Sciences (Search for Journal in Brave)

zbMATH Keywords

Wiener processcontinuous-time stochastic linear system

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14) Measures of information, entropy (94A17) Information theory (general) (94A15)

Cites Work

• Unnamed Item
• An application of the information theory to filtering problems
• Modeling, estimation, and their applications for distributed parameter systems
• An alternative expression of the mutual information for Gaussian processes (Corresp.)
• Entropy analysis of parameter estimation

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