| bibtype |
J -
Journal Article
|
| ARLID |
0410722 |
| utime |
20240103182234.6 |
| mtime |
20060210235959.9 |
| title
(primary) (eng) |
Filtering, predictive, and smoothing Cramér-Rao bounds for discrete-time nonlinear dynamic systems |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0256218 |
| ISSN |
0005-1098 |
| title
|
Automatica |
| volume_id |
37 |
| volume |
11 (2001) |
| page_num |
1703-1716 |
| publisher |
|
|
| keyword |
nonlinear systems |
| keyword |
stochastic systems |
| keyword |
nonlinear state estimation |
| author
(primary) |
| ARLID |
cav_un_auth*0212537 |
| name1 |
Šimandl |
| name2 |
M. |
| country |
CZ |
|
| author
|
| ARLID |
cav_un_auth*0060923 |
| name1 |
Královec |
| name2 |
J. |
| country |
CZ |
|
| author
|
| ARLID |
cav_un_auth*0101212 |
| name1 |
Tichavský |
| name2 |
Petr |
| institution |
UTIA-B |
| full_dept |
Department of Stochastic Informatics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| COSATI |
12B |
| cas_special |
| project |
| project_id |
GA102/01/0021 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0004061 |
|
| research |
AV0Z1075907 |
| abstract
(eng) |
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. |
| RIV |
BB |
| department |
SI |
| permalink |
http://hdl.handle.net/11104/0130810 |
| ID_orig |
UTIA-B 20010191 |
| arlyear |
2001 |
| mrcbU63 |
cav_un_epca*0256218 Automatica 0005-1098 1873-2836 Roč. 37 č. 11 2001 1703 1716 Elsevier |
|