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A lower bound on the estimation performance for stochastic control systems

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2 Author(s)
Chen, Cheng-Wu ; National Chiao-Tung University, Hsinchu, Taiwan ; Snyder, D.L.

A lower bound is derived on the mean-square-error in estimating the state of a nonlinear, stochastic, feedback-control system from nonlinear, non-Gaussian measurements.

Published in:

Automatic Control, IEEE Transactions on  (Volume:29 ,  Issue: 6 )