Information and distortion in reduced-order filter design

DOI10.1109/TIT.1977.1055691MaRDI QIDQ4160802zbMATH OpenFDO

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)

• Optimal estimation via nonanticipative rate distortion function and applications to time-varying Gauss-Markov processes
• 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

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