PERFORMANCE BOUNDS FOR NONLINEAR FILTERS

Authors
LU S DOERSCHUK PC
Citation
S. Lu et Pc. Doerschuk, PERFORMANCE BOUNDS FOR NONLINEAR FILTERS, IEEE transactions on aerospace and electronic systems, 33(1), 1997, pp. 316-318
Citations number
8
Categorie Soggetti
Telecommunications,"Engineering, Eletrical & Electronic","Aerospace Engineering & Tecnology
Journal title
IEEE transactions on aerospace and electronic systems → ACNP
ISSN journal
00189251
Volume
33
Issue
1
Year of publication
1997
Pages
316 - 318
Database
ISI
SICI code
0018-9251(1997)33:1<316:PBFNF>2.0.ZU;2-Z
Abstract
An error ina well known lower bound on the performance of nonlinear fi lters base. on dynamic statistical models is described The error occur s in the final step of the proof and deletion of this step results in a valid lower bound which, however, requires evaluation of a condition al expectation in function space. For the limited, but interesting, cl ass of linear Gaussian process models, computational methods are descr ibed.