On the maximal achievable accuracy in nonlinear filtering problems

DOI10.1109/9.7256zbMath0655.93068OpenAlexW2081901079MaRDI QIDQ3803006

Ofer Zeitouni, Amir Dembo

Publication date: 1988

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.7256

zbMATH Keywords

nonlinear filteringoptimal filtering error``nonlinear ARMA processes

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10)

Related Items (1)

Linear Filtering with Fractional Noises: Large Time and Small Noise Asymptotics

This page was built for publication: On the maximal achievable accuracy in nonlinear filtering problems