INFORMATION AND FILTERING

被引：13

作者：

BUCY, RS

机构：

[1] Aerospace Engineering, The University of Southern California, Los Angeles

来源：

INFORMATION SCIENCES | 1979年 / 18卷 / 02期

关键词：

D O I：

10.1016/0020-0255(79)90014-8

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The joint information between a signal at the present and past observation values is calculated in the discrete-time case for a general nonlinear filtering problem. A steady-state condition on the nullity of the above information rate is used to derive sharp lower bounds for the sensor error covariance. © 1979.

引用

页码：179 / 187

页数：9