Relations Between Information and Estimation in the Presence of Feedback
DOI10.1007/978-3-319-02150-8_5zbMath1304.93074arXiv1110.6654OpenAlexW183849561MaRDI QIDQ5497044
Tsachy Weissman, Himanshu Asnani, Kartik Venkat
Publication date: 30 January 2015
Published in: Information and Control in Networks (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1110.6654
Girsanov theoryItô's calculuswhite Gaussian noiseontinuous-time sourcerelations between information--theoretic quantities and estimation-theoretic quantities
Estimation and detection in stochastic control theory (93E10) White noise theory (60H40) Channel models (including quantum) in information and communication theory (94A40)
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