Title :
A lower bound on the mean square error of reduced-order estimators for nonlinear processes (Corresp.)
fDate :
11/1/1987 12:00:00 AM
Abstract :
A lower bound on the mean square error of any reduced-order estimator for a given nonlinear process, in continuous or discrete time, is derived. The bound can be calculated from any pair of lower and upper bounds on the optimal error covariance.
Keywords :
Nonlinear estimation; Recursive estimation; Eigenvalues and eigenfunctions; Mean square error methods; Narrowband; Phase estimation; Phase noise; Random processes; Random variables; Stochastic processes; Testing; Upper bound;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1987.1057360
