An extension of the entropy theorem for parameter estimation

DOI10.1016/S0019-9958(82)91153-6MaRDI QIDQ3323814zbMATH OpenOpenAlexFDO

Authors Nariyasu Minamide

Publication date 1982

Published in Information and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0019-9958(82)91153-6

zbMATH Keywords

entropy theoremerror entropymutual informationparameter estimationShannon channel model

Mathematics Subject Classification ID

Model systems in control theory (93C99) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10) Measures of information, entropy (94A17) Channel models (including quantum) in information and communication theory (94A40)

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Cited in

(9)

• A note on the W-S lower bound of the MEE estimation
• Minimum mean-squared error estimation of stochastic processes by mutual entropy
• scientific article; zbMATH DE number 3888705 (Why is no real title available?)
• A proof of the estimation from below in Pesin's entropy formula
• Robust Least-Squares Estimation With a Relative Entropy Constraint
• scientific article; zbMATH DE number 3954044 (Why is no real title available?)
• Large sample behavior of entropy measures when parameters are estimated
• Conditional entropy theorem for recursive parameter estimation and its application to state estimation problems
• \(\Delta \)-entropy: definition, properties and applications in system identification with quantized data

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