Upper bound for Kalman or RLS prediction error


Thread Starter

Abdul Awal

I would like to predict a wireless channel signal using Kalman or RLS algorithm.

It means I have a single input which is signal and a single output which is the predicted signal.

I am looking for theoratical upper bound of prediction error for these algorithms.

If anybody know please let me know or point me to some article.

Thanks a lot in advance,
Abdul Awal.