JSM 2012 Home

JSM 2012 Online Program

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

Online Program Home

Abstract Details

Activity Number: 274
Type: Invited
Date/Time: Tuesday, July 31, 2012 : 8:30 AM to 10:20 AM
Sponsor: Memorial
Abstract - #306946
Title: The Relationship Between Reliable Feedback Communication and Nonlinear Filter Stability
Author(s): Todd Coleman*+
Companies: UC San Diego
Address: , , ,
Keywords: nonlinear filter ; feedback information theory ; Bayesian estimation
Abstract:

In this talk we discuss an interplay between reliable feedback communication of a message in a continuum, and the stability of the nonlinear filter. Specifically, we demonstrate that any feedback communication encoder that maximizes mutual information can achieve reliable communication if and only if a sigma-algebra condition holds. This condition is strikingly similar to that of the stability of the nonlinear filter. By further showing how these two problems are related, we provide a sufficient condition (e.g. ergodicity of a Markov process and non-degeneracy of a noisy channel) that holds for both scenarios. We will discuss how Blackwell's work on filter stability helped provide insight into these connections.


The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.

Back to the full JSM 2012 program




2012 JSM Online Program Home

For information, contact jsm@amstat.org or phone (888) 231-3473.

If you have questions about the Continuing Education program, please contact the Education Department.