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

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

Authors: Xiaojing Shen, Yunmin Zhu, Zhiguo Wang 

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

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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)

Cites Work

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• Cramér-Rao Bounds for Polynomial Signal Estimation Using Sensors With AR(1) Drift
• Cramer-Rao bounds for discrete-time nonlinear filtering problems

Cited In (4)

• A new conditional posterior Cramér-Rao lower bound for a class of nonlinear systems
• A conditional posterior Cramér-Rao lower bound for nonlinear sequential Bayesian estimation with one-step randomly delayed measurements
• 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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