Constrained Posterior Cramér-Rao Bound for Discrete-Time Systems 1 1This work was supported by Statoil ASA, and in part by Centre for Autonomous Marine Operations and Systems (CoE AMOS, RCN project no. 223254)

Author:

Andersson Leif Erik,Imsland Lars,Brekke Edmund Førland,Scibilia Francesco

Publisher

Elsevier BV

Subject

Control and Systems Engineering

Reference15 articles.

1. On the constrained cramér–rao bound with a singular fisher information matrix;Ben-Haim;IEEE Signal Processing Letters,2009

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3. A cramér-rao bound for multidimensional discrete-time dynamical systems;Galdos;IEEE Transactions on Automatic Control,1980

4. Lower bounds for parametric estimation with constraints;Gorman;IEEE Transactions on Information Theory,1990

5. On deriving the inverse of a sum of matrices;Henderson;Siam Review,1981

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