Dual Kalman–Bucy Filters and Interactive Entropy Production

DOI10.1137/050623267MaRDI QIDQ3440249zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Bayesian inferencedual filtersentropic derivativeinformation theorynon-equilibrium statistical mechanicsstatistical filtering

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Bayesian inference (62F15) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05) Filtering in stochastic control theory (93E11)

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• Continuous trajectory planning of mobile sensors for informative forecasting
• Informative windowed forecasting of continuous-time linear systems for mutual information-based sensor planning

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