Error bounds for the nonlinear filtering of signals with small diffusion coefficients

DOI10.1109/18.9770zbMath0657.60065OpenAlexW2092026665MaRDI QIDQ3805567

Ofer Zeitouni, Moshe M. Zakai, Ben Zion Bobrovsky

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1109/18.9770

zbMATH Keywords

tightness of the boundsupper and lower bounds for the nonlinear filtering problem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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