DocumentCode
932638
Title
On lower bounds for the nonlinear filtering problem (Corresp.)
Author
Bobrovsky, Ben-Zion ; Zakai, Moshe
Volume
27
Issue
1
fYear
1981
fDate
1/1/1981 12:00:00 AM
Firstpage
131
Lastpage
132
Abstract
The system model 
and the observation 
are considered, and a lower bound on the error for the least-square estimate of a function of 
, say 
, is derived. This bound is then applied to derive a lower bound on the error in estimating in the case where the constant 
in the equation for the system dynamics is replaced by 
.
and the observation are considered, and a lower bound on the error for the least-square estimate of a function of , say , is derived. This bound is then applied to derive a lower bound on the error in estimating in the case where the constant in the equation for the system dynamics is replaced by .Keywords
Least-squares estimation; Nonlinear filtering; Discrete wavelet transforms; Equations; Filtering; Linear systems; Polynomials; Signal processing; Stochastic processes;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1981.1056292
Filename
1056292
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