A lower bound on the integral of the nonlinear filtering error (Q1080828)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3968480
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A lower bound on the integral of the nonlinear filtering error |
scientific article; zbMATH DE number 3968480 |
Statements
A lower bound on the integral of the nonlinear filtering error (English)
0 references
1986
0 references
Since in most cases easily computable nonlinear filters are not available, it is of great importance, for the sake of deriving good suboptimal filters, to obtain tight bounds on the nonlinear filtering error. This paper presents a lower bound of the nonlinear filtering error, in the case of a one-dimensional unknown process observed linearly (or possibly through a one-to-one mapping) with additive white noise.
0 references
nonlinear filtering error
0 references
lower bound
0 references
0.8540849685668945
0 references
0.8374038338661194
0 references
0.8159342408180237
0 references
0.8124179840087891
0 references
0.8108406662940979
0 references
