When Do Nonlinear Filters Achieve Maximal Accuracy?
نویسندگان
چکیده
منابع مشابه
When do nonlinear filters achieve maximal accuracy?
The nonlinear filter for an ergodic signal observed in white noise is said to achieve maximal accuracy if the stationary filtering error vanishes as the signal to noise ratio diverges. We give a general characterization of the maximal accuracy property in terms of various systems theoretic notions. When the signal state space is a finite set explicit necessary and sufficient conditions are obta...
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ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 2010
ISSN: 0363-0129,1095-7138
DOI: 10.1137/090746033