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A Cramer-Rao bound for nonlinear filtering problems with additive Gaussian measurement noise

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3 Author(s)
Chang, C.B. ; Massachusetts Institute of Technology, Lexington, MA ; Dunn, K.P. ; Sandell, N.R.

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.

Published in:

Decision and Control including the Symposium on Adaptive Processes, 1979 18th IEEE Conference on  (Volume:2 )

Date of Conference:

12-14 Dec. 1979

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