Efficient Estimation of Dynamical systems
نویسنده
چکیده
The aim of this paper is to show a simple way to construct asymptotic minimax lower bounds for risks based on different types of quadratic loss functions in semiparametric inference problems. For the sake of clarity, we consider the simple case of the state estimation of a dynamical system with small noise. The proofs are based on the van Trees inequality, namely an integral type Cramér-Rao inequality.
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