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

DOI10.1007/S11424-019-7310-5MaRDI QIDQ2287366zbMATHOpenAlexFDO

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

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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Cites work

• scientific article; zbMATH DE number 3320868 (Why is no real title available?)
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• Cramér-Rao Bounds for Polynomial Signal Estimation Using Sensors With AR(1) Drift
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• Distributed Kalman filtering fusion with packet loss or intermittent communications from local estimators to fusion center
• Filtering, predictive, and smoothing Cramér-Rao bounds for discrete-time nonlinear dynamic systems
• New Conditional Posterior Cramér-Rao Lower Bounds for Nonlinear Sequential Bayesian Estimation
• Nonlinear Gaussian Smoothers With Colored Measurement Noise
• On designing consistent extended Kalman filter
• On the Bayesian Cramér-Rao Bound for Markovian Switching Systems
• State estimation for discrete-time Markov jump linear systems with time-correlated measurement noise
• The Cramér-Rao estimation error lower bound computation for deterministic nonlinear systems

Cited in

(4)

• Filtering, predictive, and smoothing Cramér-Rao bounds for discrete-time nonlinear dynamic systems
• A conditional posterior Cramér-Rao lower bound for nonlinear sequential Bayesian estimation with one-step randomly delayed measurements
• A new conditional posterior Cramér-Rao lower bound for a class of nonlinear systems
• Identification for the low-contrast image signal with regularized variational term and dynamical saturating nonlinearity

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