Asymptotic a Priori Estimates for the Error in the Nonlinear Filtering Problem

Ben Zion Bobrovsky; Moshe Zakai

doi:10.1109/TIT.1982.1056460

Asymptotic a Priori Estimates for the Error in the Nonlinear Filtering Problem

Ben Zion Bobrovsky, Moshe Zakai

School of Electrical Engineering

Technion-Israel Institute of Technology

Research output: Contribution to journal › Article › peer-review

19 Scopus citations

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.

Original language	English
Pages (from-to)	371-376
Number of pages	6
Journal	IEEE Transactions on Information Theory
Volume	28
Issue number	2
DOIs	https://doi.org/10.1109/TIT.1982.1056460
State	Published - Mar 1982

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Asymptotic a Priori Estimates for the Error in the Nonlinear Filtering Problem

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