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- W2018839384 abstract "We study the lowest achievable mean-square estimation error in two limiting optimal linear filtering problems. First, when the intensity of the process noise tends to zero, the lowest achievable mean-square estimation error is a function of the unstable poles of the system. Second, when the intensity of the measurement noise tends to zero, the lowest achievable mean-square estimation error is a function of the nonminimum phase zeros of the system. We link these results with Bode integral characterisations of performance limitations in linear filtering." @default.
- W2018839384 created "2016-06-24" @default.
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- W2018839384 date "1999-02-01" @default.
- W2018839384 modified "2023-10-18" @default.
- W2018839384 title "Limiting performance of optimal linear filters" @default.
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- W2018839384 doi "https://doi.org/10.1016/s0005-1098(98)00144-7" @default.
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