Constrained Posterior Cramér-Rao Bound for Discrete-Time Systems
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DOI: 10.1016/j.ifacol.2017.08.479
Abstract: Abstract This article presents a Cramer-Rao lower bound for the discrete-time filtering problem under linear state constraints. A simple recursive algorithm is presented that extends the computation of the Cramer-Rao lower bound found in previous… read more here.
Keywords: discrete time; rao bound; cramer rao; rao ... See more keywords