On Conditions for Linearity of Optimal Estimation

DOI10.1109/TIT.2012.2188850zbMath1365.62335OpenAlexW2143368064MaRDI QIDQ5271886

Kenneth A. Rose, Kumar B. Viswanatha, Emrah Akyol

Publication date: 12 July 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.2012.2188850

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items

On optimal policies for control and estimation over a Gaussian relay channel ⋮ Optimal Quantizer Scheduling and Controller Synthesis for Partially Observable Linear Systems