A cramér-rao bound for multidimensional discrete-time dynamical systems

DOI10.1109/TAC.1980.1102211MaRDI QIDQ3863809zbMATH OpenOpenAlexFDO

Authors Jorge I. Galdos

Publication date 1980

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1980.1102211

zbMATH Keywords

error lower boundCramer-Rao theory

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Filtering in stochastic control theory (93E11) Error analysis and interval analysis (65G99) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55)

Cited in

(4)

• Rate distortion lower bound for a special class of nonlinear estimation problems
• Filtering, predictive, and smoothing Cramér-Rao bounds for discrete-time nonlinear dynamic systems
• Cramér-Rao lower bound in nonlinear filtering problems under noises and measurement errors dependent on estimated parameters
• Posterior Cramér-Rao bounds for nonlinear dynamic system with colored noises

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