Information and Entropy Flow in the 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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متن کاملInformation flow in the pharmaceutical supply chain
Managing the supply chain plays an important role in creating competitive advantages for companies. Adequate information flow in supply chain is one of the most important issues in SCM. Therefore, using certain Information Systems can have a significant role in managing and integrating data and information within the supply chain. Pharmaceutical supply chain is more complex than many other supp...
متن کاملInformation flow in the pharmaceutical supply chain
Managing the supply chain plays an important role in creating competitive advantages for companies. Adequate information flow in supply chain is one of the most important issues in SCM. Therefore, using certain Information Systems can have a significant role in managing and integrating data and information within the supply chain. Pharmaceutical supply chain is more complex than many other supp...
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ژورنال
عنوان ژورنال: Journal of Statistical Physics
سال: 2005
ISSN: 0022-4715,1572-9613
DOI: 10.1007/s10955-004-8781-9