{"paper":{"title":"Error Analysis of Approximated PCRLBs for Nonlinear Dynamics","license":"http://creativecommons.org/licenses/by/3.0/","headline":"","cross_cats":["cs.IT","cs.NA","math.IT","math.NA"],"primary_cat":"stat.AP","authors_text":"Christophe Baehr, Ming Lei, Pierre Del Moral","submitted_at":"2010-05-28T18:03:03Z","abstract_excerpt":"In practical nonlinear filtering, the assessment of achievable filtering performance is important. In this paper, we focus on the problem of efficiently approximate the posterior Cramer-Rao lower bound (CRLB) in a recursive manner. By using Gaussian assumptions, two types of approximations for calculating the CRLB are proposed: An exact model using the state estimate as well as a Taylor-series-expanded model using both of the state estimate and its error covariance, are derived. Moreover, the difference between the two approximated CRLBs is also formulated analytically. By employing the partic"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1005.5348","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/1005.5348/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"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"}