Optimal Estimation via Nonanticipative Rate Distortion Function and Applications to Time-Varying Gauss--Markov Processes

SIAM Journal on Control and Optimization- United States

doi 10.1137/17m1116349

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Abstract

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Categories

Applied Mathematics

Date

January 1, 2018

Authors

Photios A. Stavrou

Themistoklis Charalambous

Charalambos D. Charalambous

Publisher

Society for Industrial & Applied Mathematics (SIAM)

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