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

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

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Feedback Loop
Innovation
Equivalence
Feedback
Sufficient Conditions
Time Delay
Time delay
Observation

ASJC Scopus subject areas

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

Cite this

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title = "SUFFICIENT CONDITIONS FOR OBSERVATION-INNOVATION EQUIVALENCE IN WHITE GAUSSIAN CHANNELS WITH FEEDBACK.",
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.",
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