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A duality relationship for regular conditional relative entropy

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dc.contributor.authorXie, Lien
dc.contributor.authorUgrinovskii, Valery A.en
dc.contributor.authorPetersen, Ian R.en
dc.date.accessioned2026-07-03T21:42:16Z
dc.date.available2026-07-03T21:42:16Z
dc.date.issued2005en
dc.description.abstractin this paper, we present a duality relationship between regular conditional free energy and regular conditional relative entropy given a sub-σ-algebra. This is achieved by using a relation between the Radon-Nikodym derivative of probability measures and that of regular conditional probability measures. Some properties of the regular conditional relative entropy under consideration are also given. The duality relation can be applied in a finite horizon robust state estimation problem for finite-alphabet hidden Markov models.en
dc.description.statusPeer-revieweden
dc.format.extent6en
dc.identifier.isbn008045108Xen
dc.identifier.isbn9780080451084en
dc.identifier.issn1474-6670en
dc.identifier.otherORCID:/0000-0003-4856-9450/work/219177690en
dc.identifier.scopus79960714165en
dc.identifier.urihttps://hdl.handle.net/1885/733812404
dc.language.isoenen
dc.publisherIFAC Secretariaten
dc.relation.ispartofProceedings of the 16th IFAC World Congress, IFAC 2005en
dc.relation.ispartofseriesIFAC Proceedings Volumes (IFAC-PapersOnline)en
dc.subjectDuality relationshipen
dc.subjectRadon-nikodym derivativeen
dc.subjectRegular conditional probability measureen
dc.subjectRegular conditional relative entropyen
dc.subjectSub-sigma-algebraen
dc.titleA duality relationship for regular conditional relative entropyen
dc.typeConference paperen
dspace.entity.typePublicationen
local.bibliographicCitation.lastpage253en
local.bibliographicCitation.startpage248en
local.contributor.affiliationXie, Li; University of New South Walesen
local.contributor.affiliationUgrinovskii, Valery A.; University of New South Walesen
local.contributor.affiliationPetersen, Ian R.; University of New South Walesen
local.identifier.doi10.3182/20050703-6-cz-1902.00394en
local.identifier.pure6b29f7be-7498-45b3-9cee-1685626c7587en
local.identifier.urlhttps://www.scopus.com/pages/publications/79960714165en
local.type.statusPublisheden

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