0410722 20240103182234.620060210235959.9 14 s. cav_un_epca*02562180005-10983711 (2001)1703-1716Elsevier nonlinear systems stochastic systems nonlinear state estimation cav_un_auth*0212537 Šimandl M. CZ cav_un_auth*0060923 Královec J. CZ cav_un_auth*0101212 Tichavský Petr UTIA-B Department of Stochastic Informatics Ústav teorie informace a automatizace AV ČR, v. v. i. 12B GA102/01/0021 GA ČR cav_un_auth*0004061 AV0Z1075907 Cramér-Rao lower bounds for the discrete-time nonlinear state estimation problem are treated. The lower bounds for mean-square error matrices of filtering, predictive, and smoothing estimates are derived in the form of recursive relations. Computation of filtering, predictive, and smoothing Cramér-Rao bounds, their mutual comparison and utilization for quality evaluation of some nonlinear filters are shown on numerical examples. BB SI http://hdl.handle.net/11104/0130810 UTIA-B 20010191 2001 cav_un_epca*0256218 Automatica 0005-1098 1873-2836 Roč. 37 č. 11 2001 1703 1716 Elsevier