• DocumentCode
    934345
  • Title

    Asymptotic a priori estimates for the error in the nonlinear filtering problem (Corresp.)

  • Author

    Bobrovsky, Ben-Zion ; Zakai, Moshe

  • Volume
    28
  • Issue
    2
  • fYear
    1982
  • fDate
    3/1/1982 12:00:00 AM
  • Firstpage
    371
  • Lastpage
    376
  • 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
    Nonlinear filtering; Difference equations; Estimation theory; Filtering; Graphics; Nonlinear filters; Random variables; Signal generators; Vectors; Yield estimation;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1982.1056460
  • Filename
    1056460
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=934345