Dual Kalman–Bucy Filters and Interactive Entropy Production
DOI10.1137/050623267zbMATH Open1120.93053OpenAlexW2034819063MaRDI QIDQ3440249FDOQ3440249
Authors: Nigel J. Newton 
Publication date: 22 May 2007
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/050623267
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- scientific article; zbMATH DE number 1254184
- Interactive statistical mechanics and nonlinear filtering
Bayesian inferenceinformation theorynon-equilibrium statistical mechanicsdual filtersstatistical filteringentropic derivative
Characteristic functions; other transforms (60E10) Bayesian inference (62F15) Filtering in stochastic control theory (93E11) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)
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- Continuous trajectory planning of mobile sensors for informative forecasting
- Dual Nonlinear Filters and Entropy Production
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- Informative windowed forecasting of continuous-time linear systems for mutual information-based sensor planning
- Information and entropy flow in the Kalman-Bucy filter
- Information geometric nonlinear filtering
- Title not available (Why is that?)
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