Minimum mean-squared error estimation of stochastic processes by mutual entropy

DOI10.1080/00207729608929345zbMath0871.93049OpenAlexW2158095566MaRDI QIDQ3124297

Bing-Fei Wu

Publication date: 6 October 1997

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729608929345

zbMATH Keywords

estimationupper bounderror estimatemutual entropyminimum mean-squared error

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

• Representations of multivariate normal distributions with special correlation structures
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