Cramer-Rao bounds for discrete-time nonlinear filtering problems

DOI10.1109/9.402242zbMath0836.93057OpenAlexW2096721362MaRDI QIDQ4850494

Peter C. Doerschuk

Publication date: 2 May 1996

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

Full work available at URL: https://docs.lib.purdue.edu/cgi/viewcontent.cgi?article=1192&context=ecetr

zbMATH Keywords

nonlinear filteringdiscreteautoregressive processCramer-Rao bound

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55)

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