Optimal state estimation for stochastic systems: an information theoretic approach
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Publication:4346315
DOI10.1109/9.587329zbMath0879.93049WikidataQ57979133 ScholiaQ57979133MaRDI QIDQ4346315
Kenneth A. Loparo, Yuguang Fang, Xiangho Feng
Publication date: 3 August 1997
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.587329
entropy; discrete-time; nonlinear state estimation; information theoretic criteria; minimum variance error criterion
93E11: Filtering in stochastic control theory
93E10: Estimation and detection in stochastic control theory
93E20: Optimal stochastic control
94A17: Measures of information, entropy
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