Mutual information for stochastic differential equations
نویسندگان
چکیده
منابع مشابه
Mutual Information for Stochastic Differential Equations
Mutual information is calculated for processes described by stochastic differential equations. The expression for the mutual information has an interpretation in filtering theory.
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ژورنال
عنوان ژورنال: Information and Control
سال: 1971
ISSN: 0019-9958
DOI: 10.1016/s0019-9958(71)90135-5