An Information Theoretic Scheme for Sensor Allocation of Kalman-Bucy Filter
نویسندگان
چکیده
منابع مشابه
Information Flow and Entropy Production in the Kalman - Bucy Filter ∗
We investigate the information theoretic properties of KalmanBucy filters in continuous time, developing notions of information supply, storage and dissipation. By introducing a concept of energy, we develop a physical analogy in which the unobservable signal describes a statistical mechanical system interacting with a heat bath. The abstract ‘universe’ comprising the signal and the heat bath o...
متن کاملInformation and Entropy Flow in the Kalman - Bucy Filter ∗ Sanjoy
We investigate the information theoretic properties of KalmanBucy filters in continuous time, developing notions of information supply, storage and dissipation. Introducing a concept of energy, we develop a physical analogy in which the unobserved signal describes a statistical mechanical system interacting with a heat bath. The abstract ‘universe’ comprising the signal and the heat bath obeys ...
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ژورنال
عنوان ژورنال: Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
سال: 2002
ISSN: 2188-4730,2188-4749
DOI: 10.5687/sss.2002.234