Optimal state estimation for stochastic systems: an information theoretic approach

DOI10.1109/9.587329zbMath0879.93049WikidataQ57979133 ScholiaQ57979133MaRDI QIDQ4346315

Yuguang Fang, Xiangho Feng, Kenneth A. Loparo

Publication date: 3 August 1997

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.587329

zbMATH Keywords

entropy; discrete-time; nonlinear state estimation; information theoretic criteria; minimum variance error criterion

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93E10: Estimation and detection in stochastic control theory

93E20: Optimal stochastic control

94A17: Measures of information, entropy

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