A lower bound on the integral of the nonlinear filtering error

DOI10.1016/0167-6911(86)90016-2zbMath0599.93058OpenAlexW2038286965MaRDI QIDQ1080828

H. Barak

Publication date: 1986

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(86)90016-2

zbMATH Keywords

lower boundnonlinear filtering error

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Signal detection and filtering (aspects of stochastic processes) (60G35) Measures of information, entropy (94A17)

Related Items (1)

Practical stability of approximating discrete-time filters with respect to model mismatch

Cites Work

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• On the tightness of some error bounds for the nonlinear filtering problem
• A lower bound on the estimation error for certain diffusion processes
• On functionals satisfying a data-processing theorem
• Mutual information of the white Gaussian channel with and without feedback
• Lower and upper bounds on the optimal filtering error of certain diffusion processes

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