A lower bound on the estimation error for certain diffusion processes

DOI10.1109/TIT.1976.1055513zbMath0347.60038OpenAlexW2028498982MaRDI QIDQ4117182

Ben Zion Bobrovsky, Moshe Zakai

Publication date: 1976

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1976.1055513

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60)

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