Cramér-Rao bound for nonlinear filtering with p d < 1 and its application to target tracking

IEEE Transactions on Signal Processing

Volumn 50, Issue 8, 2002, Pages 1916-1924

  Farina, Alfonso ^a,b   Ristic, Branko ^c   Timmoneri, Luca ^b  

^a IEEE   (Italy)

^b ALENIA SPAZIO   (Italy)

^c DEFENCE SCIENCE AND TECHNOLOGY ORGANISATION   (Australia)

Author keywords

Detection; Estimation; Nonlinear systems; Tracking

Indexed keywords

TARGET TRACKING;

APPROXIMATION THEORY; DISCRETE TIME CONTROL SYSTEMS; PROBABILITY; SENSOR DATA FUSION; TARGETS;

NONLINEAR FILTERING;

EID: 0036684667     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2002.800411     Document Type: Article

References (21)

1. Nonlinear filtering for tracking low elevation targets in multipath
2. Status of CR-like lower bounds for nonlinear filtering
3. A lower bound on the estimation error for Markov processes
4. Cramer-Rao estimation error lower bound analysis for nonlinear systems with unknown deterministic variables
5. A Cramer-Rao bound for multi-dimensional discrete-time dynamical systems
6. Some classes of global Cramer-Rao bounds
7. Posterior Cramer-Rao bounds for discrete-time nonlinear filtering
8. Posterior Cramer-Rao bounds for sequential estimation
9. Tracking a ballistic object on reentry: Performance bounds and comparison of nonlinear filters
10. A new method for the nonlinear transformation of means and covariances in filters and estimators
11. Novel approach to nonlinear/non-Gaussian Bayesian state estimation
12. Cramer-Rao bounds for discrete-time linear filtering with measurement origin uncertainties