Martingale properties of an information-feedback loop

DOI10.1016/0895-7177(88)90116-1zbMath0647.62013OpenAlexW2055079675MaRDI QIDQ1104651

R. Kleyle, André de Korvin

Publication date: 1988

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(88)90116-1

zbMATH Keywords

information systemsEstimated average utility scoresinformation feedback loopuniformly integrable martingale sequences

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Information theory (general) (94A15) Statistical aspects of information-theoretic topics (62B10)

Cites Work

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