Cone-bounded nonlinearities and mean-square bounds--Estimation lower bound

DOI10.1109/TAC.1975.1101060zbMath0316.93043OpenAlexW2128078672MaRDI QIDQ4077852

Alfred S. Gilman, Ian B. Rhodes

Publication date: 1975

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

Full work available at URL: https://doi.org/10.1109/tac.1975.1101060

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Stochastic processes (60G99) Control/observation systems governed by ordinary differential equations (93C15) Model systems in control theory (93C99)

Related Items (3)

A bound approach to asymptotic optimality in non-linear filtering of diffusion processes ⋮ Cone-bounded nonlinearities and mean-square bounds - smoothing and prediction ⋮ Developing practical filters for non-linear systems using a new approach

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