Optimal state estimation for stochastic systems: an information theoretic approach

DOI10.1109/9.587329zbMath0879.93049OpenAlexW2100604686WikidataQ57979133 ScholiaQ57979133MaRDI QIDQ4346315

Yuguang Fang, Xiangho Feng, Kenneth A. Loparo

Publication date: 3 August 1997

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

Full work available at URL: https://doi.org/10.1109/9.587329

zbMATH Keywords

entropydiscrete-timenonlinear state estimationinformation theoretic criteriaminimum variance error criterion

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Measures of information, entropy (94A17)

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