{"id":"https://openalex.org/W2027573726","doi":"https://doi.org/10.1007/pl00009856","title":"Relative Entropy and Error Bounds for Filtering of Markov Processes","display_name":"Relative Entropy and Error Bounds for Filtering of Markov Processes","publication_year":1999,"publication_date":"1999-11-01","ids":{"openalex":"https://openalex.org/W2027573726","doi":"https://doi.org/10.1007/pl00009856","mag":"2027573726"},"language":"en","primary_location":{"id":"doi:10.1007/pl00009856","is_oa":false,"landing_page_url":"https://doi.org/10.1007/pl00009856","pdf_url":null,"source":{"id":"https://openalex.org/S88345224","display_name":"Mathematics of Control Signals and Systems","issn_l":"0932-4194","issn":["0932-4194","1435-568X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematics of Control, Signals, and Systems","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5111299161","display_name":"J. M. C. Clark","orcid":null},"institutions":[{"id":"https://openalex.org/I47508984","display_name":"Imperial College London","ror":"https://ror.org/041kmwe10","country_code":"GB","type":"education","lineage":["https://openalex.org/I47508984"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"J. M. C. Clark","raw_affiliation_strings":["Department of Electrical Engineering, Imperial College, London SW7 2BT, England. j.m.c.clark@ic.ac.uk., , , , , , GB","Department of Electrical Engineering, Imperial College, London SW7 2BT, England. j.m.c.clark@ic.ac.uk., , GB"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Electrical Engineering, Imperial College, London SW7 2BT, England. j.m.c.clark@ic.ac.uk., , , , , , GB","institution_ids":["https://openalex.org/I47508984"]},{"raw_affiliation_string":"Department of Electrical Engineering, Imperial College, London SW7 2BT, England. j.m.c.clark@ic.ac.uk., , GB","institution_ids":["https://openalex.org/I47508984"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5030513162","display_name":"Daniel Ocone","orcid":null},"institutions":[{"id":"https://openalex.org/I102322142","display_name":"Rutgers, The State University of New Jersey","ror":"https://ror.org/05vt9qd57","country_code":"US","type":"education","lineage":["https://openalex.org/I102322142"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"D. L. Ocone","raw_affiliation_strings":["Department of Mathematics\u2014Hill Center, Rutgers University, 110 Frelinghuysen Rd., Piscataway, New Jersey 08854-8019, U.S.A. ocone@math.rutgers.edu., , , , , , US","Department of Mathematics\u2014Hill Center, Rutgers University, 110 Frelinghuysen Rd., Piscataway, New Jersey 08854-8019, U.S.A. ocone@math.rutgers.edu., , US"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics\u2014Hill Center, Rutgers University, 110 Frelinghuysen Rd., Piscataway, New Jersey 08854-8019, U.S.A. ocone@math.rutgers.edu., , , , , , US","institution_ids":["https://openalex.org/I102322142"]},{"raw_affiliation_string":"Department of Mathematics\u2014Hill Center, Rutgers University, 110 Frelinghuysen Rd., Piscataway, New Jersey 08854-8019, U.S.A. ocone@math.rutgers.edu., , US","institution_ids":["https://openalex.org/I102322142"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5065454240","display_name":"C. Coumarbatch","orcid":null},"institutions":[{"id":"https://openalex.org/I102322142","display_name":"Rutgers, The State University of New Jersey","ror":"https://ror.org/05vt9qd57","country_code":"US","type":"education","lineage":["https://openalex.org/I102322142"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"C. Coumarbatch","raw_affiliation_strings":["Department of Mathematics\u2014Hill Center, Rutgers University, 110 Frelinghuysen Rd., Piscataway, New Jersey 08854-8019, U.S.A. ocone@math.rutgers.edu., , , , , , US","Department of Mathematics\u2014Hill Center, Rutgers University, 110 Frelinghuysen Rd., Piscataway, New Jersey 08854-8019, U.S.A. ocone@math.rutgers.edu., , US"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics\u2014Hill Center, Rutgers University, 110 Frelinghuysen Rd., Piscataway, New Jersey 08854-8019, U.S.A. ocone@math.rutgers.edu., , , , , , US","institution_ids":["https://openalex.org/I102322142"]},{"raw_affiliation_string":"Department of Mathematics\u2014Hill Center, Rutgers University, 110 Frelinghuysen Rd., Piscataway, New Jersey 08854-8019, U.S.A. ocone@math.rutgers.edu., , US","institution_ids":["https://openalex.org/I102322142"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":3190,"currency":"USD","value_usd":3190},"apc_paid":null,"fwci":2.9103,"has_fulltext":false,"cited_by_count":33,"citation_normalized_percentile":{"value":0.92039674,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"12","issue":"4","first_page":"346","last_page":"360"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.646399974822998,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.646399974822998,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7321327328681946},{"id":"https://openalex.org/keywords/kullback\u2013leibler-divergence","display_name":"Kullback\u2013Leibler divergence","score":0.604343056678772},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.5335897207260132},{"id":"https://openalex.org/keywords/entropy","display_name":"Entropy (arrow of time)","score":0.5017967224121094},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.4643319845199585},{"id":"https://openalex.org/keywords/approximation-error","display_name":"Approximation error","score":0.4477522075176239},{"id":"https://openalex.org/keywords/filter","display_name":"Filter (signal processing)","score":0.43883216381073},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.43556737899780273},{"id":"https://openalex.org/keywords/upper-and-lower-bounds","display_name":"Upper and lower bounds","score":0.4278789758682251},{"id":"https://openalex.org/keywords/generalized-relative-entropy","display_name":"Generalized relative entropy","score":0.41398167610168457},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.394159734249115},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.18137690424919128},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.11164405941963196},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.07185971736907959}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7321327328681946},{"id":"https://openalex.org/C171752962","wikidata":"https://www.wikidata.org/wiki/Q255166","display_name":"Kullback\u2013Leibler divergence","level":2,"score":0.604343056678772},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.5335897207260132},{"id":"https://openalex.org/C106301342","wikidata":"https://www.wikidata.org/wiki/Q4117933","display_name":"Entropy (arrow of time)","level":2,"score":0.5017967224121094},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.4643319845199585},{"id":"https://openalex.org/C122383733","wikidata":"https://www.wikidata.org/wiki/Q865920","display_name":"Approximation error","level":2,"score":0.4477522075176239},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.43883216381073},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.43556737899780273},{"id":"https://openalex.org/C77553402","wikidata":"https://www.wikidata.org/wiki/Q13222579","display_name":"Upper and lower bounds","level":2,"score":0.4278789758682251},{"id":"https://openalex.org/C5084201","wikidata":"https://www.wikidata.org/wiki/Q17090689","display_name":"Generalized relative entropy","level":5,"score":0.41398167610168457},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.394159734249115},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.18137690424919128},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.11164405941963196},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.07185971736907959},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0},{"id":"https://openalex.org/C121040770","wikidata":"https://www.wikidata.org/wiki/Q215675","display_name":"Quantum entanglement","level":3,"score":0.0},{"id":"https://openalex.org/C84114770","wikidata":"https://www.wikidata.org/wiki/Q46344","display_name":"Quantum","level":2,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C139356082","wikidata":"https://www.wikidata.org/wiki/Q7269038","display_name":"Quantum discord","level":4,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/pl00009856","is_oa":false,"landing_page_url":"https://doi.org/10.1007/pl00009856","pdf_url":null,"source":{"id":"https://openalex.org/S88345224","display_name":"Mathematics of Control Signals and Systems","issn_l":"0932-4194","issn":["0932-4194","1435-568X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematics of Control, Signals, and Systems","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2379651310","https://openalex.org/W2113019827","https://openalex.org/W1541249122","https://openalex.org/W2413828414","https://openalex.org/W2189660299","https://openalex.org/W2604511775","https://openalex.org/W2367222340","https://openalex.org/W4287669442","https://openalex.org/W3084241614","https://openalex.org/W3127489136"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":4},{"year":2021,"cited_by_count":4},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2012,"cited_by_count":4}],"updated_date":"2026-08-21T09:56:20.448147","created_date":"2025-10-10T00:00:00"}
