Conditional entropy theorem for recursive parameter estimation and its application to state estimation problems

DOI10.1080/00207729308949471zbMath0770.93020OpenAlexW2042173817MaRDI QIDQ4694915

P. N. Nikiforuk, Nariyasu Minamide

Publication date: 21 July 1993

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

Full work available at URL: https://doi.org/10.1080/00207729308949471

zbMATH Keywords

recursive parameter estimation problem

Mathematics Subject Classification ID

System identification (93B30)

Cites Work

• Linear prediction, filtering, and smoothing: An information-theoretic approach
• An application of the information theory to estimation problems
• An information theory consideration of a design of test input signals†
• Entropy analysis of parameter estimation
• Information-theoretical considerations on estimation problems

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