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Avtomatika i Telemekhanika, 1979, Issue 11, Pages 76–82 (Mi at9568)  
Stochastic Systems

Current amount of information for continuous estimation in nonlinear filtering (Gaussian approximation)

A. Ya. Gorodetskii

Leningrad
Full-text PDF (961 kB)
Abstract: The amount of information is determined for filtering a stationary Gaussian multidimensional Markov message in white noise. A differential equation is given for the amount of information in Gaussian approximation in the case of nonlinear transformation of a Markov message.

Received: 21.11.1978
Bibliographic databases:
Document Type: Article
UDC: 621.391
Language: Russian
Citation: A. Ya. Gorodetskii, “Current amount of information for continuous estimation in nonlinear filtering (Gaussian approximation)”, Avtomat. i Telemekh., 1979, no. 11, 76–82; Autom. Remote Control, 40:11 (1980), 1617–1621
Citation in format AMSBIB
\Bibitem{Gor79}
\by A.~Ya.~Gorodetskii
\paper Current amount of information for continuous estimation in nonlinear filtering (Gaussian approximation)
\jour Avtomat. i Telemekh.
\yr 1979
\issue 11
\pages 76--82
\mathnet{http://mi.mathnet.ru/at9568}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=575010}
\zmath{https://zbmath.org/?q=an:0444.93043}
\transl
\jour Autom. Remote Control
\yr 1980
\vol 40
\issue 11
\pages 1617--1621
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