The Cramér–Rao Estimation Error Lower Bound Computation for Deterministic Nonlinear Systems

IEEE Transactions on Automatic Control

Volumn 24, Issue 2, 1979, Pages 343-344

  Taylor, James H ^a  

^a Analytic Sciences Corporation   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL SYSTEMS, NONLINEAR;

EID: 0018457129     PISSN: 00189286     EISSN: 15582523     Source Type: Journal    
DOI: 10.1109/TAC.1979.1101979     Document Type: Article

References (8)

1. H. L. Van Trees, Detection, Estimation, and Modulation Theory, Part I. New York: Wiley, 1968.
2. D. L. Snyder and I. B. Rhodes, “Filtering and control performance bounds with implications on asymptotic separation,” Automatica, vol. 8, pp. 747–753, Nov. 1972.
3. M. Zakai and J. Ziv, “Lower and upper bounds in the optimal filtering error of certain diffusion processes,” IEEE Trans. Inform. Theory, vol. IT-18, pp. 325–331, May 1972.
4. B. Z. Bobrovski and M. Zakai, “A lower bound in the estimation error for Markov processes,” IEEE Trans. Automat. Contr., vol. AC-20, pp. 785–788, Dec. 1975.
5. I. B. Rhodes and A. S. Gilman, “Cone-bounded nonlinearities and mean square bounds—Estimation lower bound,” IEEE Trans. Automat Contr., vol. AC-20, pp. 632–642, Oct. 1975.
6. A. Gelb, Ed., Applied Optimal Estimation. Cambridge, MA: M.I.T. Press, 1974.
7. G. Sansone and R. Conti, Non-Linear Differential Equations. Oxford, England: Pergamon, 1964.
8. D. C. Rife, M. Goldstein, and R. R. Boorstyn, “A unification of Cramér-Rao type bounds,” IEEE Trans. Inform. Theory, vol. IT-21, pp. 330–332, May 1975.