Dual Kalman–Bucy Filters and Interactive Entropy Production

DOI10.1137/050623267zbMath1120.93053OpenAlexW2034819063MaRDI QIDQ3440249

Nigel J. Newton

Publication date: 22 May 2007

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/050623267

zbMATH Keywords

information theoryBayesian inferencenon-equilibrium statistical mechanicsdual filtersstatistical filteringentropic derivative

Mathematics Subject Classification ID

Bayesian inference (62F15) Filtering in stochastic control theory (93E11) Characteristic functions; other transforms (60E10) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)

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