Title :
A lower bound on the estimation error for certain diffusion processes
Author :
Bobrovsky, BenZion ; Zakai, Moshe
fDate :
1/1/1976 12:00:00 AM
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;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1976.1055513
