On the Trackability of Stochastic Processes Based on Causal Information

Bacinoglu B. T., Sun Y., UYSAL E.

2020 IEEE International Symposium on Information Theory, ISIT 2020, California, Amerika Birleşik Devletleri, 21 - 26 Temmuz 2020, ss.2228-2233 identifier identifier

  • Yayın Türü: Bildiri / Tam Metin Bildiri
  • Cilt numarası:
  • Doi Numarası: 10.1109/isit44484.2020.9174285
  • Basıldığı Şehir: California
  • Basıldığı Ülke: Amerika Birleşik Devletleri
  • Sayfa Sayıları: ss.2228-2233
  • Anahtar Kelimeler: tracking conditions, causal information, Holder inequality, Renyi entropy, Gallager's reliability function, Gartner-Ellis limit, anytime capacity, causal estimation, ANYTIME CAPACITY, CHANNELS
  • Orta Doğu Teknik Üniversitesi Adresli: Evet

Özet

© 2020 IEEE.We consider the problem of tracking an unstable stochastic process Xt by using causal knowledge of another stochastic process Yt. We obtain necessary conditions and sufficient conditions for maintaining a finite tracking error. We provide necessary conditions as well as sufficient conditions for the success of this estimation, which is defined as order m moment trackability. By-products of this study are connections between statistics such as Rényi entropy, Gallager's reliability function, and the concept of anytime capacity.