A omparison of lower bounds of accuracy in problems of nonlinear estimation

MaRDI QIDQ2488070zbMATH OpenFDO

Authors D. A. Koshaev

Publication date 24 August 2005

Published in Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Recommendations

• Application of the Rao-Cramer inequality in problems of nonlinear estimation
• Cramér-Rao lower bound in nonlinear filtering problems under noises and measurement errors dependent on estimated parameters
• Rate distortion lower bound for a special class of nonlinear estimation problems
• Cramer-Rao bounds for discrete-time nonlinear filtering problems
• On the tightness of some error bounds for the nonlinear filtering problem

Cited in

(3)

• Rate distortion lower bound for a special class of nonlinear estimation problems
• Cramér-Rao lower bound in nonlinear filtering problems under noises and measurement errors dependent on estimated parameters
• Upper bound of nonlinear estimation error and a priori accuracy analysis of correlation extremal systems

This page was built for publication: A omparison of lower bounds of accuracy in problems of nonlinear estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2488070)