On the tightness of some error bounds for the nonlinear filtering problem
Ofer Zeitouni · IEEE Transactions on Automatic Control · 1984
A comparison between the exact filtering error and lower bounds on that error is made using Benes' solution to the nonlinear filtering problem. It is shown that the Bobrovsky-Zakai bound, based upon a version of Cramer-Rao bound, is tight over a range of signal-to-noise ratios of the observation process.