Information and distortion in reduced-order filter design

DOI10.1109/TIT.1977.1055691zbMATH Open0382.93064MaRDI QIDQ4160802FDOQ4160802

Authors: Jorge I. Galdos, Donald E. Gustafson 

Publication date: 1977

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Information theory (general) (94A15)

Cited In (3)

• The optimal projection equations for reduced-order, discrete-time state estimation for linear systems with multiplicative white noise
• Minimum entropy of error principle in estimation
• Optimal estimation via nonanticipative rate distortion function and applications to time-varying Gauss-Markov processes

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