When do nonlinear filters achieve maximal accuracy?
组织者
演讲者
孙泽钜
时间
2023年05月15日 15:00 至 15:30
地点
Online
摘要
In this talk, we will review the paper 'When do nonlinear filters achieve maximal accuracy?' by R. Van Hadel. The nonlinear filter for an ergodic signal observed in white noise is said to achieve maximal accuracy if the stationary filtering error vanishes as the signal to noise ratio diverges. A general characterization of the maximal accuracy property is given in terms of various system theoretic notions, which serves to be a generalization of a classic result of the linear Gaussian case.