ECE 534 : Elements of Information Theory , Fall 2009 Project

Exploring information theory concepts in various filtering applications is not a new idea. It has been done for decades and the number of papers written are beyond the scope of this project. A more specific filter, known as the Kalman filter, has not been extensively explored from an information theoretic perspective. The kalman filter’s most common applications has been for the control of complex dynamic systems (like continuous manufacturing processes), aircraft, ships, or spacecraft [2]. This paper touches on a few applications where the Kalman filter (or the slightly different Kalman-Bucy filter) and information theory concepts are used successfully together.