Title: Cramer-rao bounds for special nonlinear filtering problems
Abstract:Formulas have been derived to determine the exact Cramer-Rao bound. The interrelation between this bound and the solution of the covariance equation in the linearized problem for one class of problems...Formulas have been derived to determine the exact Cramer-Rao bound. The interrelation between this bound and the solution of the covariance equation in the linearized problem for one class of problems of discrete nonlinear filtering is established. The advantages of the algorithm for calculating Cramer-Rao bounds which corresponds to these formulas are discussed. The algorithm is compared with the others formerly used.Read More
Publication Year: 1999
Publication Date: 1999-08-01
Language: en
Type: article
Indexed In: ['crossref']
Access and Citation
Cited By Count: 3
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