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"Optimal Estimation via Nonanticipative Rate Distortion Function and ..."

Photios A. Stavrou et al. (2018)

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DOI: 10.1137/17M1116349

access: closed

type: Journal Article

metadata version: 2020-09-05

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  - https://dblp.org/rec/journals/siamco/StavrouCCL18
Photios A. Stavrou, Themistoklis Charalambous, Charalambos D. Charalambous, Sergey Loyka:
Optimal Estimation via Nonanticipative Rate Distortion Function and Applications to Time-Varying Gauss-Markov Processes. SIAM J. Control. Optim. 56(5): 3731-3765 (2018)

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