Application of the Rao-Cramer inequality in problems of nonlinear estimation (Q1386924)
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English | Application of the Rao-Cramer inequality in problems of nonlinear estimation |
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Application of the Rao-Cramer inequality in problems of nonlinear estimation (English)
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3 August 1998
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The authors consider an estimation problem for a nonlinear dynamical system. They develop an algorithm for computing the Cramér-Rao lower bound for the achievable accuracy of estimation. An application to a navigation problem is given.
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estimation
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nonlinear dynamical system
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Cramér-Rao lower bound
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navigation
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