Status of CR-like lower bounds for nonlinear filtering

The motivation and mechanics of utilizing Cramer-Rao (CR) -type lower bounds to gauge the performance of filters being evaluated in nonlinear estimation applications such as in sonar, sonobuoy, and radar target tracking are reviewed. The status of several similar alternative CR-type lower bounds that have been considered or used for this purpose and certain limitations and/or caveats associated with their use are offered. These results should be of interest to sonar, sonobuoy, and radar practitioners and Kalman-filtering or nonlinear-filtering theorists.<
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