Relative Entropy and Error Bounds for Filtering of Markov Processes.
John M. C. ClarkD. L. OconeCyril CoumarbatchPublished in: Math. Control. Signals Syst. (1999)
Keyphrases
- error bounds
- markov processes
- relative entropy
- markov process
- markov chain
- information theoretic
- information theory
- log likelihood
- stochastic processes
- theoretical analysis
- mutual information
- covariance matrix
- non stationary
- worst case
- random fields
- maximum entropy
- mahalanobis distance
- state space
- image processing
- kl divergence
- maximum likelihood
- markov random field