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.
|ジャーナル||SIAM Journal on Control and Optimization|
|出版ステータス||Published - 1981 9|
ASJC Scopus subject areas
- 数学 (全般)