Filtering, predictive, and smoothing Cramér-Rao bounds for discrete-time nonlinear dynamic systems

DOI10.1016/S0005-1098(01)00136-4zbMath1031.93146MaRDI QIDQ5950245

Petr Tichavský, Miroslav Šimandl, Jakub Královec

Publication date: 4 March 2004

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

Cramér-Rao lower boundsdiscrete-time nonlinear systemmean-square error matrixnonlinear state estimationsmoothing Cramér-Rao bounds

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14)

Related Items (8)

Cramér-Rao lower bound in nonlinear filtering problems under noises and measurement errors dependent on estimated parameters ⋮ On the lower smoothing bound in identification of time-varying systems ⋮ Efficient Monte Carlo computation of Fisher information matrix using prior information ⋮ Analysis and approximation of performance bound for two-observer bearings-only tracking ⋮ Noise covariance estimation for Kalman filter tuning using Bayesian approach and Monte Carlo ⋮ Online natural gradient as a Kalman filter ⋮ Posterior Cramér-Rao bounds for nonlinear dynamic system with colored noises ⋮ A new conditional posterior Cramér-Rao lower bound for a class of nonlinear systems

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