Relations between information and estimation in the presence of feedback (Q5497044)

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scientific article; zbMATH DE number 6393288
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    Relations between information and estimation in the presence of feedback
    scientific article; zbMATH DE number 6393288

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      Relations Between Information and Estimation in the Presence of Feedback (English)
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      30 January 2015
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      relations between information--theoretic quantities and estimation-theoretic quantities
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      ontinuous-time source
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      white Gaussian noise
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      Girsanov theory
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      Itô's calculus
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