Upper and lower bounds and asymptotics of the optimal filtering error of a stationary process with a small information rate

zbMath0963.62086MaRDI QIDQ1290831

M. S. Pinsker, V. V. Prelov

Publication date: 5 July 2001

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

mean-square erroroptimal filtering error

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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