On the relative entropy of discrete-time Markov processes with given end-point densities

IEEE Transactions on Information Theory

Volumn 42, Issue 5, 1996, Pages 1529-1535

  Beghi, Alessandro ^a  

^a UNIVERSITY OF PADOVA   (Italy)

Author keywords

Markov and reciprocal processes; Minimum energy LQG control; Relative entropy

Indexed keywords

DISCRETE TIME CONTROL SYSTEMS; IDENTIFICATION (CONTROL SYSTEMS); MARKOV PROCESSES; OPTIMAL CONTROL SYSTEMS; PROBABILITY;

DISCRETE TIME MARKOV PROCESSES; RELATIVE ENTROPY;

INFORMATION THEORY;

EID: 0030242659     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/18.532893     Document Type: Article

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