Title :
On the tightness of some error bounds for the nonlinear filtering problem
Author_Institution :
Technion-Israel Institute of Technology, Haifa, Israel
fDate :
9/1/1984 12:00:00 AM
Abstract :
A comparison between the exact filtering error and lower bounds on that error is made using Benes´ solution to the nonlinear filtering problem. It is shown that the Bobrovsky-Zakai bound, based upon a version of Cramer-Rao bound, is tight over a range of signal-to-noise ratios of the observation process.
Keywords :
Nonlinear filtering; Computer errors; Cramer-Rao bounds; Differential equations; Filtering; Nonlinear equations; Recursive estimation; Signal to noise ratio; State estimation; Upper bound;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1984.1103661
