Přejít k hlavnímu obsahu
top

Bibliografie

Journal Article

Filtering, predictive, and smoothing Cramér-Rao bounds for discrete-time nonlinear dynamic systems

Šimandl M., Královec J., Tichavský Petr

: Automatica vol.37, 11 (2001), p. 1703-1716

: AV0Z1075907

: GA102/01/0021, GA ČR

: nonlinear systems, stochastic systems, nonlinear state estimation

(eng): Cramér-Rao lower bounds for the discrete-time nonlinear state estimation problem are treated. The lower bounds for mean-square error matrices of filtering, predictive, and smoothing estimates are derived in the form of recursive relations. Computation of filtering, predictive, and smoothing Cramér-Rao bounds, their mutual comparison and utilization for quality evaluation of some nonlinear filters are shown on numerical examples.

: 12B

: BB