DocumentCode
1558948
Title
Error bounds for the nonlinear filtering of signals with small diffusion coefficients
Author
Bobrovsky, B.-Z. ; Zakai, M.M. ; Zeitouni, Ofer
Author_Institution
Dept. of Electron., Tel Aviv Univ., Israel
Volume
34
Issue
4
fYear
1988
fDate
7/1/1988 12:00:00 AM
Firstpage
710
Lastpage
721
Abstract
New upper and lower bounds for the nonlinear filtering problem are presented. The lower bounds are especially useful in the region of small diffusion coefficients where previously known bounds are inefficient. The upper and lower bounds are shown to be tight. An example demonstrating the tightness of the bounds is presented
Keywords
error statistics; filtering and prediction theory; signal processing; error bounds; lower bounds; nonlinear filtering; signal processing; small diffusion coefficients; upper bounds; Filtering; Laboratories; Mean square error methods; Nonlinear filters; Parameter estimation; Random variables; Upper bound;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.9770
Filename
9770
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