Information and entropy flow in the Kalman-Bucy filter

DOI10.1007/S10955-004-8781-9zbMath1112.93056OpenAlexW2065386000MaRDI QIDQ2575531

Sanjoy K. Mitter, Nigel J. Newton

Publication date: 12 December 2005

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10955-004-8781-9

zbMATH Keywords

Information theoryLandauer's principlenon-equilibrium statistical mechanicsstatistical filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Measures of information, entropy (94A17)

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• A Variational Approach to Nonlinear Estimation
• On the Calculation of Mutual Information

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