• DocumentCode
    3033906
  • Title

    Two lower bounds on the covariance for nonlinear filtering problems

  • Author

    Chang, C.

  • Author_Institution
    M.I.T., Lexington, Massachusetts
  • fYear
    1980
  • fDate
    10-12 Dec. 1980
  • Firstpage
    374
  • Lastpage
    379
  • Abstract
    Two covariance lower bounds for nonlinear filtering problems are presented in this paper. These bounds are based upon the Cramer-Rao bound for treating nuisance parameters. The tightness of these bounds are examined using a nonlinear system where the recursive equation for covariance computation can be obtained. These results are also compared with the bound of Bobrovsky and Zakai.
  • Keywords
    Filtering; Laboratories; Nonlinear equations;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the Symposium on Adaptive Processes, 1980 19th IEEE Conference on
  • Conference_Location
    Albuquerque, NM, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1980.271819
  • Filename
    4046685
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3033906