{"paper":{"title":"Posterior Cramer-Rao Bounds for Discrete-Time Nonlinear Filtering with Finitely Correlated Noise","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.OC"],"primary_cat":"math.DS","authors_text":"Xiaojing Shen, Zhiguo Wang","submitted_at":"2014-11-10T11:09:55Z","abstract_excerpt":"In this paper, an approximation recursive formula of the mean-square error lower bound for the discrete-time nonlinear filtering problem when noises of dynamic systems are temporally correlated is derived based on the Van Trees (posterior) version of the Cramer-Rao inequality. The formula is unified in the sense that it can be applied to the multi-step correlated process noise, multi-step correlated measurement noise and multi-step cross-correlated process and measurement noise simultaneously. The lower bound is evaluated by two typical target tracking examples respectively. Both of them show "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1411.2381","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}