• DocumentCode
    924726
  • Title

    A lower bound on the estimation error for certain diffusion processes

  • Author

    Bobrovsky, BenZion ; Zakai, Moshe

  • Volume
    22
  • Issue
    1
  • fYear
    1976
  • fDate
    1/1/1976 12:00:00 AM
  • Firstpage
    45
  • Lastpage
    52
  • Abstract
    A lower bound on the minimal mean-square error in estimating nonlinear diffusion processes is derived. The bound holds for causal and noncausal filtering.
  • Keywords
    Diffusion processes; Nonlinear estimation; Conferences; Cramer-Rao bounds; Diffusion processes; Error probability; Estimation error; Filtering; Filters; Indium tin oxide; Machine intelligence; Pattern recognition;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1976.1055513
  • Filename
    1055513
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=924726