A lower bound on the estimation error for Markov processes

DOI10.1109/TAC.1975.1101088zbMATH Open0321.93046OpenAlexW2071636942MaRDI QIDQ4083293FDOQ4083293

B. Z. Bobrovsky, Moshe Zakai

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.1975.1101088

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal detection and filtering (aspects of stochastic processes) (60G35) Estimation and detection in stochastic control theory (93E10)

Cited In (3)

• Information and filtering
• Filtering, predictive, and smoothing Cramér-Rao bounds for discrete-time nonlinear dynamic systems
• Posterior Cramér-Rao bounds for nonlinear dynamic system with colored noises

This page was built for publication: A lower bound on the estimation error for Markov processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4083293)