Bibliografie
Journal Article
Filtering, predictive, and smoothing Cramér-Rao bounds for discrete-time nonlinear dynamic systems
, ,
: 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