Dynamic parameter estimation based on minimum cross-entropy method for combining information sources

MaRDI QIDQ4638549zbMATH OpenFDO

Authors Vladimíra Sečkárová

Publication date 26 April 2018

Full work available at URL http://www.math.bas.bg/pliska/Pliska-24/Pliska-24-2015-181-188.pdf

zbMATH Keywords

dynamic diffusion estimationKullback-Leibler divergenceminimum cross-entropy principle

Mathematics Subject Classification ID

Sequential estimation (62L12) Measures of information, entropy (94A17)

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