Titlebook: Information and Control in Networks; Giacomo Como,Bo Bernhardsson,Anders Rantzer Book 2014 Springer International Publishing Switzerland 2

GAVEL

Relations Between Information and Estimation in the Presence of Feedbackn noise. Relations involving causal estimation, in both matched and mismatched cases, and mutual information persist in the presence of feedback. We present a new unified framework, based on Girsanov theory and It?’s Calculus, to derive these relations. We conclude by deriving some new results using this framework.

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