On the Trackability of Stochastic Processes
Information Theory
2020-05-18 v2 Systems and Control
Systems and Control
math.IT
Abstract
We consider the problem of tracking an unstable stochastic process by using causal knowledge of another stochastic process . 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 moment trackability. By-products of this study are connections between statistics such as R\'{e}nyi entropy, Gallager's reliability function, and the concept of anytime capacity.
Cite
@article{arxiv.2002.08142,
title = {On the Trackability of Stochastic Processes},
author = {Baran Tan Bacinoglu and Yin Sun and Elif Uysal},
journal= {arXiv preprint arXiv:2002.08142},
year = {2020}
}