2 papers
math.OC2024
Arrow of Time in Estimation and Control: Duality Theory Beyond the Linear Gaussian Model
Jin Won Kim, Prashant G. Mehta
Duality between estimation and control is a foundational concept in Control Theory. Most students learn about the elementary duality -- between observability and controllability --…
math.PR2024
Divergence metrics in the study of Markov and hidden Markov processes
Jin Won Kim, Amirhossein Taghvaei, Prashant G. Mehta
This paper is divided into two parts. The first part reviews the formulae for f-divergences in the study of continuous-time Markov processes and explores their applications in area…