Cone-bounded nonlinearities and mean-square bounds--Estimation lower bound

DOI10.1109/TAC.1975.1101060MaRDI QIDQ4077852zbMATH OpenOpenAlexFDO

Authors Alfred S. Gilman, Ian B. Rhodes

Publication date 1975

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1975.1101060

Mathematics Subject Classification ID

Stochastic processes (60G99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonlinear systems in control theory (93C10) Control/observation systems governed by ordinary differential equations (93C15) Model systems in control theory (93C99) Estimation and detection in stochastic control theory (93E10)

Cited in

(3)

• Cone-bounded nonlinearities and mean-square bounds - smoothing and prediction
• Developing practical filters for non-linear systems using a new approach
• A bound approach to asymptotic optimality in non-linear filtering of diffusion processes

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