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Application of the Rao-Cramer inequality in problems of nonlinear estimation - MaRDI portal

Application of the Rao-Cramer inequality in problems of nonlinear estimation (Q1386924)

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scientific article; zbMATH DE number 1157972
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Application of the Rao-Cramer inequality in problems of nonlinear estimation
scientific article; zbMATH DE number 1157972

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    Application of the Rao-Cramer inequality in problems of nonlinear estimation (English)
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    3 August 1998
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    The authors consider an estimation problem for a nonlinear dynamical system. They develop an algorithm for computing the Cramér-Rao lower bound for the achievable accuracy of estimation. An application to a navigation problem is given.
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    estimation
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    nonlinear dynamical system
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    Cramér-Rao lower bound
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    navigation
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