SUFFICIENT CONDITIONS FOR OBSERVATION-INNOVATION EQUIVALENCE IN WHITE GAUSSIAN CHANNELS WITH FEEDBACK.

Kenko Uchida

Research output: Contribution to journalArticle

Abstract

The problem is considered of establishing conditions for the informational equivalence between observation processes and their innovation processes in white Gaussian channels with feedback. It is shown that the informational equivalence holds in either case that there is a nonzero time delay in the feedback loop or that a time integral operation is included in the feedback loop.

Original languageEnglish
Pages (from-to)667-675
Number of pages9
JournalSIAM Journal on Control and Optimization
Volume19
Issue number5
Publication statusPublished - 1981 Sep
Externally publishedYes

ASJC Scopus subject areas

  • Mathematics(all)
  • Applied Mathematics
  • Control and Optimization

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