A lower bound on the estimation error for Markov processes

DOI10.1109/TAC.1975.1101088MaRDI QIDQ4083293zbMATHOpenAlexFDO

Authors 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)

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

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