Filtering, predictive, and smoothing Cramér-Rao bounds for discrete-time nonlinear dynamic systems.

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F01%3A16010191" target="_blank" >RIV/67985556:_____/01:16010191 - isvavai.cz</a>

Alternative codes found

RIV/49777513:23520/01:00064611

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Filtering, predictive, and smoothing Cramér-Rao bounds for discrete-time nonlinear dynamic systems.

Original language description

Cramér-Rao lower bounds for the discrete-time nonlinear state estimation problem are treated. The lower bounds for mean-square error matrices of filtering, predictive, and smoothing estimates are derived in the form of recursive relations. Computation offiltering, predictive, and smoothing Cramér-Rao bounds, their mutual comparison and utilization for quality evaluation of some nonlinear filters are shown on numerical examples.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BB - Applied statistics, operational research

OECD FORD branch

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Project

<a href="/en/project/GA102%2F01%2F0021" target="_blank" >GA102/01/0021: Nonlinear estimation and change detection for stochastic systems</a><br>

Continuities

Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2001

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Automatica

ISSN

0005-1098

e-ISSN

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Volume of the periodical

37

Issue of the periodical within the volume

11

Country of publishing house

NL - THE KINGDOM OF THE NETHERLANDS

Number of pages

14

Pages from-to

1703-1716

UT code for WoS article

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EID of the result in the Scopus database

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