Cramér-Rao Bounds for Estimation of Linear System Noise Covariances
نویسندگان
چکیده
منابع مشابه
Cramér-Rao Bounds for Estimation of Linear System Noise Covariances
The performance of Kalman filter depends directly on the noise covariances, which are usually not known and need to be estimated. Several estimation algorithms have been published in past decades, but the measure of estimation quality is missing. The Cramér-Rao bounds represent limitation of quality of parameter estimation that can be obtained from given data. In this article, The Cramér-Rao bo...
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ژورنال
عنوان ژورنال: Journal of Mechanical Engineering and Automation
سال: 2012
ISSN: 2163-2405
DOI: 10.5923/j.jmea.20120202.02