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Nonanticipative Rate Distortion Function and Relations to Filtering Theory

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Publication:2983199
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DOI10.1109/TAC.2013.2293403zbMath1360.93690arXiv1210.1266OpenAlexW3106259297WikidataQ58037987 ScholiaQ58037987MaRDI QIDQ2983199

Photios A. Stavrou, Nasir Uddin Ahmed, Charalambos D. Charalambous

Publication date: 16 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.1266



Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Measures of information, entropy (94A17)


Related Items (4)

Directed Information on Abstract Spaces: Properties and Extremum Problems ⋮ Nonanticipative Duality of Sources and Channels with Memory and Feedback ⋮ Optimal Estimation via Nonanticipative Rate Distortion Function and Applications to Time-Varying Gauss--Markov Processes ⋮ On the tightness of linear policies for stabilization of linear systems over Gaussian networks






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