Rate distortion lower bound for a special class of nonlinear estimation problems

DOI10.1016/0167-6911(89)90061-3MaRDI QIDQ1121232zbMATH OpenOpenAlexFDO

Authors Demosthenis Teneketzis, Robert B. jun. Washburn

Publication date 1989

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

Full work available at URL http://hdl.handle.net/2027.42/27991

zbMATH Keywords

Cramér-Rao type boundsGaussian noisenonlinear filteringrate distortion lower bound

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

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Cites work

• A cramér-rao bound for multidimensional discrete-time dynamical systems
• A lower bound on filtering error with application to phase demodulation
• A lower bound on the estimation error for certain diffusion processes
• A priori error bounds for the cubic sensor problem
• A rate distortion theory lower bound on desired function filtering error (Corresp.)
• Entropy analysis of estimating systems
• Filtering and control performance bounds with implications on asymptotic separation
• scientific article; zbMATH DE number 3318548 (Why is no real title available?)
• scientific article; zbMATH DE number 3320868 (Why is no real title available?)
• Information and filtering
• Lower and upper bounds on the optimal filtering error of certain diffusion processes

Cited in

(4)

• A omparison of lower bounds of accuracy in problems of nonlinear estimation
• A New Estimation Error Lower Bound for Interruption Indicators in Systems With Uncertain Measurements
• Optimal estimation via nonanticipative rate distortion function and applications to time-varying Gauss-Markov processes
• Cramer-Rao bounds for discrete-time nonlinear filtering problems

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