Cramér-Rao lower bound in nonlinear filtering problems under noises and measurement errors dependent on estimated parameters

DOI10.1134/S0005117916010057zbMath1338.93379OpenAlexW2337349261MaRDI QIDQ278895

O. A. Stepanov, Valeri A. Vasil'ev

Publication date: 27 April 2016

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117916010057

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Cites Work

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• Sequential Monte Carlo Methods in Practice
• A cramér-rao bound for multidimensional discrete-time dynamical systems
• Filtering, predictive, and smoothing Cramér-Rao bounds for discrete-time nonlinear dynamic systems

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