Posterior Cramér-Rao bounds for nonlinear dynamic system with colored noises

DOI10.1007/S11424-019-7310-5zbMATH Open1428.93112OpenAlexW2995773263MaRDI QIDQ2287366FDOQ2287366

Yunmin Zhu, Zhiguo Wang, Xiaojing Shen

Publication date: 20 January 2020

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-019-7310-5

zbMATH Keywords

nonlinear dynamic systemtarget trackingauto-regressive modelcolored noisesposterior Cramér-Rao bounds

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55)

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Cited In (2)

• Filtering, predictive, and smoothing Cramér-Rao bounds for discrete-time nonlinear dynamic systems
• Identification for the low-contrast image signal with regularized variational term and dynamical saturating nonlinearity

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