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The Cramér-Rao estimation error lower bound computation for deterministic nonlinear systems
1979 Edition, Volume 24, April 1, 1979 - IEEE - Institute of Electrical and Electronics Engineers, Inc.

For continuous-time nonlinear deterministic system models with discrete nonlinear measurements in additive Ganssian white noise, the extended Kalman filter (EKF) convariance propagation equations linearized about the true unknown trajectory provide...

The Cramer-Rao estimation error lower bound computation for deterministic nonlinear systems
1978 Edition, January 1, 1978 - IEEE - Institute of Electrical and Electronics Engineers, Inc.

For continuous-time nonlinear deterministic system models with discrete nonlinear measurements in additive gaussian white noise, the extended Kalman filter (EKF) covariance propagation equations linearized about the true unknown trajectory provide...

An intrinsic Cramér-Rao bound on SO(3) for (dynamic) attitude filtering
2015 Edition, December 1, 2015 - IEEE - Institute of Electrical and Electronics Engineers, Inc.

In this note an intrinsic version of the Cramér-Rao bound on estimation accuracy is established on the Special Orthogonal group SO(3). It is intrinsic in the sense that it does not rely on a specific choice of coordinates on SO(3): the result is...

Simple Formulae for Bias and Mean Square Error Computation [DSP Tips and Tricks]
2013 Edition, Volume 30, July 1, 2013 - IEEE - Institute of Electrical and Electronics Engineers, Inc.

In any estimation problem, there is always a need to find the bias and mean square error (MSE) of an estimator. These values are then compared against their sample averages obtained from simulation to confirm the theoretical development, and/or the...

Cramér-Rao Lower Bound for State-Constrained Nonlinear Filtering
2017 Edition, Volume 24, December 1, 2017 - IEEE - Institute of Electrical and Electronics Engineers, Inc.

This letter presents a mean-square error lower bound for state estimation of nonlinear stochastic systems under given differentiable state constraints. Its recursive formulation permits incorporation of random process and measurement errors...

A Cramer-Rao type lower bound for the estimation error of systems with measurement faults
2003 Edition, Volume 5, January 1, 2003 - IEEE - Institute of Electrical and Electronics Engineers, Inc.

A Cramer-Rao type lower bound for a class of systems with faulty measurements is presented. Lower bounds for both the state and the Markovian interruption variables of the system are derived, based on the recently...

High-Order Analysis of the Efficiency Gap for Maximum Likelihood Estimation in Nonlinear Gaussian Models
Volume PP - IEEE - Institute of Electrical and Electronics Engineers, Inc.

In Gaussian measurement models the measurements are given by a known function of the unknown parameter vector, contaminated by additive zero-mean Gaussian noise. When the function is linear, the resulting Maximum Likelihood estimate (MLE) is well-known to be efficient...

The modified Cramer-Rao bound for channel estimation in quantize-and-forward cooperative systems
2013 Edition, April 1, 2013 - IEEE - Institute of Electrical and Electronics Engineers, Inc.

The quantize-and-forward (QF) cooperative protocol can effectively be used to combat fading in systems using half-duplex relay terminals. While the outage behavior of the QF protocol has been extensively investigated, few research has been performed on the impact...

A Crame/spl acute/r-Rao-type estimation lower bound for systems with measurement faults
2005 Edition, Volume 50, September 1, 2005 - IEEE - Institute of Electrical and Electronics Engineers, Inc.

A Crame/spl acute/r-Rao-type lower bound is presented for systems with measurements prone to discretely-distributed faults, which are a class of hybrid systems. Lower bounds for both the state and the Markovian...

Phase noise and carrier frequency offset in OFDM systems: Joint estimation and hybrid Cramér-Rao lower bound
2013 Edition, June 1, 2013 - IEEE - Institute of Electrical and Electronics Engineers, Inc.

In this paper, a new iterative pilot-aided algorithm based on expectation conditional maximization (ECM) for joint estimation of Wiener phase noise (PHN) and carrier frequency offset (CFO) in orthogonal frequency division multiplexing (OFDM) systems is proposed. Next, a new...

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