• DocumentCode
    3029780
  • 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
  • Volume
    2
  • fYear
    1979
  • fDate
    12-14 Dec. 1979
  • Firstpage
    511
  • Lastpage
    512
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the Symposium on Adaptive Processes, 1979 18th IEEE Conference on
  • Conference_Location
    Fort Lauderdale, FL, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1979.270229
  • Filename
    4046457
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3029780