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.
|Number of pages||9|
|Journal||SIAM Journal on Control and Optimization|
|Publication status||Published - 1981 Sep|
ASJC Scopus subject areas
- Applied Mathematics
- Control and Optimization