When Do Nonlinear Filters Achieve Maximal Accuracy?

DOI10.1137/090746033zbMath1203.93198arXiv0901.1084OpenAlexW2010995253MaRDI QIDQ3162581

Ramon van Handel

Publication date: 20 October 2010

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.1084

zbMATH Keywords

nonlinear filteringsmall noise limitsystems theorymaximal accuracy

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stationary stochastic processes (60G10) Observability (93B07) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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