Asymptotic a priori estimates for the error in the nonlinear filtering problem (Corresp.)
- 1 March 1982
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 28 (2) , 371-376
- https://doi.org/10.1109/tit.1982.1056460
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.Keywords
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