DocumentCode
943452
Title
A lower bound on the mean square error of reduced-order estimators for nonlinear processes (Corresp.)
Author
Baram, Yoram
Volume
33
Issue
6
fYear
1987
fDate
11/1/1987 12:00:00 AM
Firstpage
942
Lastpage
943
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;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1987.1057360
Filename
1057360
Link To Document