Posterior Cramér-Rao bounds for discrete-time nonlinear filtering
A mean-square error lower bound for the discrete-time nonlinear filtering problem is derived based on the van Trees (1968) (posterior) version of the Cramer-Rao inequality. This lower bound is applicable to multidimensional nonlinear, possibly non-Gaussian, dynamical systems and is more general than...
Guardado en:
| Autores principales: | Tichavský, Petr, Muravchik, Carlos Horacio, Nehorai, Arye |
|---|---|
| Formato: | Articulo |
| Lenguaje: | Inglés |
| Publicado: |
1998
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| Materias: | |
| Acceso en línea: | http://sedici.unlp.edu.ar/handle/10915/122993 |
| Aporte de: |
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