A Cramer-Rao bound for nonlinear filtering problems with additive Gaussian measurement noise
C. Chang, Keh-Ping Dunn, NILS R. SANDELL · 1979
Versions of the Cramer-Rao bound for nonlinear filtering problems with additive Gaussian measurement noise are presented. This new approach is based upon a modified Cramer-Rao bound for treating nuisance parameters.