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

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]

Authors

Photios A. Stavrou

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Themistoklis Charalambous

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Charalambos D. Charalambous

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Sergey Loyka

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