Factorization methods for discrete sequential estimation [Book reviews]

  title={Factorization methods for discrete sequential estimation [Book reviews]},
  author={Sanjoy K. Mitter and Alan J. Laub},
  journal={IEEE Transactions on Automatic Control},
PlZ=P21=0 bh > q2. preliminary work on cases more complicated than those considered here indicate similar threshold effects in demand for information obtained in more complex situations. However, the complexity of the solution for the inner optimization problem-the general linearquadratic-Gaussian problem in (1.7)-m&es optimization of the information structure and interpretation of the results difficult. The model does have the distinct advantage of eliminating the problem of combinatorial… CONTINUE READING
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Publications referenced by this paper.

Factorization Methods for Discrete Sequential Estimation-G

  • CA Cen. Moffett Field
  • J. Bierman (New York: Academic, 1977,
  • 1977

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