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 and Optimization, 56(5):3731-3765, 2018. [doi]
Abstract is missing.