Tighter alternatives to the Cramer-Rao lower bound for discrete-time filtering
The Cramér-Rao Lower Bound establishes a fundamental performance baseline for gauging parameter estimation accuracy in tracking and data fusion. However, it is known to be a weak lower bound for some problems. This paper presents a set of tighter alternatives: the Bhattacharyya, Bobrovsky-Zakai and...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2005
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