Marginal Weiss-Weinstein bounds for discrete-time filtering.

Carsten Fritsche Emre Özkan Umut Orguner Fredrik Gustafsson

Published in: ICASSP (2015)

Keyphrases

upper bound
lower bound
markov chain
information filtering
upper and lower bounds
error bounds
probability distribution
worst case
filtering algorithm
markov processes
lower and upper bounds
filtering process
tight bounds
filtering method
worst case bounds