Recursive joint Cramér‐Rao lower bound for parametric systems with two‐adjacent‐states dependent measurements

Abstract Joint Cramér‐Rao lower bound (JCRLB) is very useful for the performance evaluation of joint state and parameter estimation (JSPE) of non‐linear systems, in which the current measurement only depends on the current state. However, in reality, the non‐linear systems with two‐adjacent‐states d...

Full description

Bibliographic Details
Main Authors: Xianqing Li, Zhansheng Duan, Uwe D. Hanebeck
Format: Article
Language:English
Published: Wiley 2021-06-01
Series:IET Signal Processing
Online Access:https://doi.org/10.1049/sil2.12025