An error in a well-known lower bound on the performance of nonlinear fibers based on dynamic statistical models is described. The error occurs in the final step of the proof and deletion of this step results in a valid lower bound which, however, requires evaluation of a conditional expectation in function space. For the limited, but interesting, class of linear Gaussian process models, computational methods are described.
Performance bounds for nonlinear filters
IEEE Transactions on Aerospace and Electronic Systems ; 33 , 1 ; 316-318
1997-01-01
95879 byte
Article (Journal)
Electronic Resource
English
Performance Bounds for Nonlinear Filters
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