Title :
A Cramer-Rao bound for nonlinear filtering problems with additive Gaussian measurement noise
Author :
Chang, C.B. ; Dunn, K. ; Sandell, N.
Author_Institution :
Massachusetts Institute of Technology, Lexington, MA
Abstract :
Versions of the Cramer-Rao bound for nonlinear filtering problems with additive Gaussian measurement noise are presented. This new approach is based upon a modified Cramer-Rao bound for treating nuisance parameters.
Keywords :
Additive noise; Cramer-Rao bounds; Filtering; Filters; Gaussian noise; Gaussian processes; Noise measurement; Parameter estimation; Recursive estimation; Riccati equations;
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1979 18th IEEE Conference on
Conference_Location :
Fort Lauderdale, FL, USA
DOI :
10.1109/CDC.1979.270229
