A lower bound on filtering error with application to phase demodulation

This publication has 21 references indexed in Scilit:

• A lower bound on the estimation error for certain diffusion processes
  IEEE Transactions on Information Theory, 1976
• A lower bound on the estimation error for Markov processes
  IEEE Transactions on Automatic Control, 1975
• Cone-bounded nonlinearities and mean-square bounds--Estimation lower bound
  IEEE Transactions on Automatic Control, 1975
• Recent progress in stochastic processes--A survey
  IEEE Transactions on Information Theory, 1973
• Filtering and control performance bounds with implications on asymptotic separation
  Automatica, 1972
• Lower and upper bounds on the optimal filtering error of certain diffusion processes
  IEEE Transactions on Information Theory, 1972
• An innovations approach to least-squares estimation--Part III: Nonlinear estimation in white Gaussian noise
  IEEE Transactions on Automatic Control, 1971
• The innovations approach to detection and estimation theory
  Proceedings of the IEEE, 1970
• Performance limitations and error calculations for parameter estimation
  Proceedings of the IEEE, 1970
• A general likelihood-ratio formula for random signals in Gaussian noise
  IEEE Transactions on Information Theory, 1969