A lower bound on the estimation error for certain diffusion processes

DOI10.1109/TIT.1976.1055513MaRDI QIDQ4117182zbMATH OpenOpenAlexFDO

Authors B. Z. Bobrovsky, Moshe Zakai

Publication date 1976

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tit.1976.1055513

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60)

Cited in

(6)

• Practical stability of approximating discrete-time filters with respect to model mismatch
• A lower bound on the integral of the nonlinear filtering error
• Rate distortion lower bound for a special class of nonlinear estimation problems
• Nonparametric asymptotically efficient estimation of a signal in the nonlinear case
• Optimizing quantitative photoacoustic imaging systems: the Bayesian Cramér-Rao bound approach
• On the Reference Probability Approach to the Equations of Non-Linear Filtering

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