Problemy Peredachi Informatsii
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Probl. Peredachi Inf.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Problemy Peredachi Informatsii, 1998, Volume 34, Issue 4, Pages 23–38 (Mi ppi422)  

This article is cited in 3 scientific papers (total in 3 papers)

Methods of Signal Processing

Upper and Lower Bounds and Asymptotics of Optimal Filtering Error of a Stationary Process with a Small Information Rate

M. S. Pinsker, V. V. Prelov
References:
Abstract: Upper and lower bounds are obtained for the mean-square error of the optimal (nonlinear) filtering of a discrete-time stationary process $X=\{X_j\}$ from the observations $Y=\{Y_j\}$, where $Y=X+Z$ and $Z=\{Z_j\}$ is a sequence of i.i.d. random variables. These bounds are linear functions of the information rate $\overline I(X;Y)$. It is shown that the lower bound is asymptotically tight in the case where both $\overline I(X;Y)$ and the peak power of the signal $X$ tend to zero. The situations where $X_n$ is estimated from either the observations $\{Y_j, j\leq n-1\}$ or the observations $\{Y_j, j\leq n\}$ are both considered.
Received: 30.10.1997
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.28
Language: Russian
Citation: M. S. Pinsker, V. V. Prelov, “Upper and Lower Bounds and Asymptotics of Optimal Filtering Error of a Stationary Process with a Small Information Rate”, Probl. Peredachi Inf., 34:4 (1998), 23–38; Problems Inform. Transmission, 34:4 (1998), 309–321
Citation in format AMSBIB
\Bibitem{PinPre98}
\by M.~S.~Pinsker, V.~V.~Prelov
\paper Upper and Lower Bounds and Asymptotics of Optimal Filtering Error of a~Stationary Process with a~Small Information Rate
\jour Probl. Peredachi Inf.
\yr 1998
\vol 34
\issue 4
\pages 23--38
\mathnet{http://mi.mathnet.ru/ppi422}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1793492}
\zmath{https://zbmath.org/?q=an:0963.62086}
\transl
\jour Problems Inform. Transmission
\yr 1998
\vol 34
\issue 4
\pages 309--321
Linking options:
  • https://www.mathnet.ru/eng/ppi422
  • https://www.mathnet.ru/eng/ppi/v34/i4/p23
  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Проблемы передачи информации Problems of Information Transmission
    Statistics & downloads:
    Abstract page:502
    Full-text PDF :103
    References:63
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024