@inproceedings{6b29f7be749845b39cee1685626c7587,
title = "A duality relationship for regular conditional relative entropy",
abstract = "in 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.",
keywords = "Duality relationship, Radon-nikodym derivative, Regular conditional probability measure, Regular conditional relative entropy, Sub-sigma-algebra",
author = "Li Xie and Ugrinovskii, \{Valery A.\} and Petersen, \{Ian R.\}",
year = "2005",
doi = "10.3182/20050703-6-cz-1902.00394",
language = "English",
isbn = "008045108X",
series = "IFAC Proceedings Volumes (IFAC-PapersOnline)",
publisher = "IFAC Secretariat",
pages = "248--253",
booktitle = "Proceedings of the 16th IFAC World Congress, IFAC 2005",
}