Title :
Asymptotic a priori estimates for the error in the nonlinear filtering problem (Corresp.)
Author :
Bobrovsky, Ben-Zion ; Zakai, Moshe
fDate :
3/1/1982 12:00:00 AM
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;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1982.1056460
