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]
@article{StavrouCCL18,
title = {Optimal Estimation via Nonanticipative Rate Distortion Function and Applications to Time-Varying Gauss-Markov Processes},
author = {Photios A. Stavrou and Themistoklis Charalambous and Charalambos D. Charalambous and Sergey Loyka},
year = {2018},
doi = {10.1137/17M1116349},
url = {https://doi.org/10.1137/17M1116349},
researchr = {https://researchr.org/publication/StavrouCCL18},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {56},
number = {5},
pages = {3731-3765},
}