DocumentCode
706384
Title
Cramer-rao bounds for special nonlinear filtering problems
Author
Stepanov, O.A.
Author_Institution
State Res. Center of Russia - Central Sci. & Res. Inst. Elektropribor, St. Petersburg, Russia
fYear
1999
fDate
Aug. 31 1999-Sept. 3 1999
Firstpage
344
Lastpage
349
Abstract
Formulas have been derived to determine the exact Cramer-Rao bound. The interrelation between this bound and the solution of the covariance equation in the linearized problem for one class of problems of discrete nonlinear filtering is established. The advantages of the algorithm for calculating Cramer-Rao bounds which corresponds to these formulas are discussed. The algorithm is compared with the others formerly used.
Keywords
covariance matrices; nonlinear filters; Cramer-Rao bounds; covariance equation; discrete nonlinear filtering; linearized problem; nonlinear filtering problems; Accuracy; Covariance matrices; Cramer-Rao bounds; Filtering; Linear matrix inequalities; Mathematical model; Cramer-Rao bound; discrete time; nonlinear filtering; optimal estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference (ECC), 1999 European
Conference_Location
Karlsruhe
Print_ISBN
978-3-9524173-5-5
Type
conf
Filename
7099326
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