On the tightness of some error bounds for the nonlinear filtering problem
- 1 September 1984
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 29 (9) , 854-857
- https://doi.org/10.1109/tac.1984.1103661
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
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