


























This paper aims at obtaining performance limitations of state estimation in terms of variance minimization (minimum variance estimation and filtering) using information theory. Two new notions, negentropy rate and Gaussianity-whiteness measure (joint Shannon-Wiener entropy), are proposed to facilitate the analysis. Topics such as Gaussianing-whitening filter (the maximum Gaussianity-whiteness measure principle) are also discussed.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。