메뉴 건너뛰기




Volumn 16, Issue , 2005, Pages 248-253

A duality relationship for regular conditional relative entropy

Author keywords

Duality relationship; Radon nikodym derivative; Regular conditional probability measure; Regular conditional relative entropy; Sub sigma algebra

Indexed keywords

ALGEBRA; FREE ENERGY; HIDDEN MARKOV MODELS;

EID: 79960714165     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.3182/20050703-6-cz-1902.00394     Document Type: Conference Paper
Times cited : (4)

References (18)
  • 7
    • 0029639621 scopus 로고
    • Risk-sensitive filtering and smoothing for hidden Markov models
    • Dey, S. and J.B. Moore (1995). Risk-sensitive filtering and smoothing for hidden Markov models. Systems & Control Letters 25, 361- 366.
    • (1995) Systems & Control Letters , vol.25 , pp. 361-366
    • Dey, S.1    Moore, J.B.2
  • 13
    • 0033722291 scopus 로고    scopus 로고
    • Minimax optimal control of stochastic uncertain systems with relative entropy constraints
    • Petersen, I.R., M.R. James and P. Dupuis (2000). Minimax optimal control of stochastic uncertain systems with relative entropy constraints. IEEE Transactions on Automatic Control 45(3), 398-412.
    • (2000) IEEE Transactions on Automatic Control , vol.45 , Issue.3 , pp. 398-412
    • Petersen, I.R.1    James, M.R.2    Dupuis, P.3
  • 14
    • 0004225404 scopus 로고
    • Springer-Verlag, Translated by R.P. Boas
    • Shiryayev, A.N. (1984). Probability. Springer-Verlag. Translated by R.P. Boas.
    • (1984) Probability
    • Shiryayev, A.N.1
  • 16
    • 0032668384 scopus 로고    scopus 로고
    • Finite horizon minimax optimal control of stochastic partially observed time varying uncertain systems
    • Ugrinovskii, V.A. and I.R. Petersen (1999). Finite horizon minimax optimal control of stochastic partially observed time varying uncertain systems. Mathematics of Control, Signals and Systems 12, 1-23.
    • (1999) Mathematics of Control, Signals and Systems , vol.12 , pp. 1-23
    • Ugrinovskii, V.A.1    Petersen, I.R.2
  • 17
    • 0042385367 scopus 로고    scopus 로고
    • An introduction to large deviations
    • J.A. Yan, S.G. Peng, S.Z. Fang and L.M. Wu, Eds.). Press of Sciences of China. in Chinese, Beijing
    • Wu, L.M. (1997). An introduction to large deviations. In: Several Topics in Stochastic Analysis (J.A. Yan, S.G. Peng, S.Z. Fang and L.M. Wu, Eds.). Press of Sciences of China. pp. 225-336. in Chinese, Beijing.
    • (1997) Several Topics in Stochastic Analysis , pp. 225-336
    • Wu, L.M.1
  • 18
    • 14244264349 scopus 로고    scopus 로고
    • Finite horizon robust state estimation of uncertain finite-alphabet hidden Markov models with regular conditional relative entropy constraints
    • Accepted by the, 2004
    • Xie, L., V.A. Ugrinovskii and I.R. Petersen (2004). Finite horizon robust state estimation of uncertain finite-alphabet hidden Markov models with regular conditional relative entropy constraints. Accepted by the 43rd IEEE Conference on Decision & Control, 2004.
    • (2004) 43rd IEEE Conference on Decision & Control
    • Xie, L.1    Ugrinovskii, V.A.2    Petersen, I.R.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.