Filtering, predictive, and smoothing Cramér-Rao bounds for discrete-time nonlinear dynamic systems

Miroslav Simandl, Jakub Královec, Petr Tichavský. Filtering, predictive, and smoothing Cramér-Rao bounds for discrete-time nonlinear dynamic systems. Automatica, 37(11):1703-1716, 2001. [doi]

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