Asymptotic a priori estimates for the error in the nonlinear filtering problem (Corresp.)
- 1 March 1982
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 28 (2), 371-376
- https://doi.org/10.1109/tit.1982.1056460
Abstract
The minimal mean-square error for the scalar nonlinear filtering problem is considered. Asymptotic lower and upper bounds on the error are derived for the case where the intensity of the observation noise tends to zero.Keywords
This publication has 8 references indexed in Scilit:
- On lower bounds for the nonlinear filtering problem (Corresp.)IEEE Transactions on Information Theory, 1981
- Information and filteringInformation Sciences, 1979
- A lower bound on filtering error with application to phase demodulationIEEE Transactions on Information Theory, 1979
- A lower bound on the estimation error for certain diffusion processesIEEE Transactions on Information Theory, 1976
- Filtering and control performance bounds with implications on asymptotic separationAutomatica, 1972
- Lower and upper bounds on the optimal filtering error of certain diffusion processesIEEE Transactions on Information Theory, 1972
- Asymptotic behavior of the nonlinear filtering errors of Markov processesJournal of Multivariate Analysis, 1971
- A Lyapunov Criterion for the Existence of Stationary Probability Distributions for Systems Perturbed by NoiseSIAM Journal on Control, 1969