On the Trackability of Stochastic Processes Based on Causal Information

Bacınoğlu, Baran Tan
Sun, Yin
Uysal, Elif
© 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.


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Citation Formats
B. T. Bacınoğlu, Y. Sun, and E. Uysal, “On the Trackability of Stochastic Processes Based on Causal Information,” 2020, Accessed: 00, 2021. [Online]. Available: https://hdl.handle.net/11511/69933.