On the error of the optimal filtering of stationary processes with a small information rate

IEEE International Symposium on Information Theory - Proceedings

Volumn , Issue , 1998, Pages 332-

  Pinsker, M S ^a   Prelov, V V ^a  

^a INSTITUTE FOR INFORMATION TRANSMISSION PROBLEMS   (Russian Federation)

Author keywords

[No Author keywords available]

Indexed keywords

I.I.D. RANDOM VARIABLES; INFORMATION RATES; LINEAR FUNCTIONS; LOWER BOUNDS; OPTIMAL FILTERING; PEAK POWER; STATIONARY PROCESS; UPPER AND LOWER BOUNDS;

INFORMATION THEORY; OPTIMIZATION;

INFORMATION FILTERING;

EID: 84890321762     PISSN: 21578095     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ISIT.1998.708937     Document Type: Conference Paper

References (2)

1. R.Khasminskii and O.Zeitouni, " Asymptotic filtering for finite state Markov chains," Preprint.
2. M.Zakai and J.Ziv, "Lower and upper bounds on the optimal filtering error of certain diffusion processes," IEEE Trans. Inform. Theory., vol. 18, No.3, pp. 325-331, 1972.