Filtering, predictive, and smoothing Cramér-Rao bounds for discrete-time nonlinear dynamic systems
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Publication:5950245
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)
Cramér-Rao lower boundsdiscrete-time nonlinear systemmean-square error matrixnonlinear state estimationsmoothing Cramér-Rao bounds
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)
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