About structure of Shannon's information amount for joint filtering, interpolation and extrapolation problem by continuous-discrete memory observations

Optimal transmission of Gaussian Markov signal through noiseless feedback channels with memory

“…Let transmission have taken place in accordance with the coding 0 0 ; g h of the form (5), (6). As in this…”

“…, then from (27) and considering [6,7], (5), (6) we obtain be amount of information attained by coding functionals (5), (6). Then, the following property is valid:…”