DocumentCode :
932638
Title :
On lower bounds for the nonlinear filtering problem (Corresp.)
Author :
Bobrovsky, Ben-Zion ; Zakai, Moshe
Volume :
27
Issue :
1
fYear :
1981
fDate :
1/1/1981 12:00:00 AM
Firstpage :
131
Lastpage :
132
Abstract :
The system model 
and the observation 
are considered, and a lower bound on the error for the least-square estimate of a function of 
, say 
, is derived. This bound is then applied to derive a lower bound on the error in estimating in the case where the constant 
in the equation for the system dynamics is replaced by 
.
and the observation are considered, and a lower bound on the error for the least-square estimate of a function of , say , is derived. This bound is then applied to derive a lower bound on the error in estimating in the case where the constant in the equation for the system dynamics is replaced by .Keywords :
Least-squares estimation; Nonlinear filtering; Discrete wavelet transforms; Equations; Filtering; Linear systems; Polynomials; Signal processing; Stochastic processes;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.1981.1056292
Filename :
1056292
Link To Document :
