A lower bound on the integral of the nonlinear filtering error
β Scribed by H. Barak
- Publisher
- Elsevier Science
- Year
- 1986
- Tongue
- English
- Weight
- 388 KB
- Volume
- 7
- Category
- Article
- ISSN
- 0167-6911
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π SIMILAR VOLUMES
The main mathematical result of this paper may be stated as follows: Given a matrix MAfΓ1; 1g nΓn and any matrix MAR nΓn such that signΓ° Mi;j Γ ΒΌ M i;j for all i; j; then rankΓ° MΓXn=jjMjj: Here jjMjj denotes the spectral norm of the matrix M: This implies a general lower bound on the complexity of
## For the simple binary detection problem of detecting a known signal in the presence of additive noise, the matched.filter is well known to yield the highest output signalto-noise ratio (SNR). When the detection is carried out in discrete time, selecting an optimal Jilter length for a speciJc dete