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Publication:3015754
zbMath1221.94021MaRDI QIDQ3015754
Publication date: 13 July 2011
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic optimal controlnonlinear filteringBayesian estimationShannon informationlog-likelihood functiondual filtersduality between estimation and control
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Measures of information, entropy (94A17) Information theory (general) (94A15)
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