Linear prediction, filtering, and smoothing: An information-theoretic approach

DOI10.1016/0020-0255(79)90039-2zbMath0451.93050OpenAlexW1965027861MaRDI QIDQ1148279

P. Kalata, Roland Priemer

Publication date: 1979

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0020-0255(79)90039-2

zbMATH Keywords

Kalman filterentropy estimator

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

Related Items (9)

A note on the W-S lower bound of the MEE estimation ⋮ An extended result on the optimal estimation under the minimum error entropy criterion ⋮ Some further results on the minimum error entropy estimation ⋮ On the smoothed minimum error entropy criterion ⋮ A new interpretation on the MMSE as a robust MEE criterion ⋮ On optimal estimations with minimum error entropy criterion ⋮ Estimability and stochastic observability of quantised linear systems ⋮ Conditional entropy theorem for recursive parameter estimation and its application to state estimation problems ⋮ Information and entropy flow in the Kalman-Bucy filter

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Some inequalities satisfied by the quantities of information of Fisher and Shannon
• ON SYSTEM IDENTIFICATION WITH AND WITHOUT CERTAINTY
• On minimal error entropy stochastic approximation
• The convolution inequality for entropy powers

This page was built for publication: Linear prediction, filtering, and smoothing: An information-theoretic approach