NDLI: A Cramer-Rao type lower bound for the estimation error of systems with measurement faults

Content Provider	IEEE Xplore Digital Library
Author	Rapoport, I. Oshman, Y.
Copyright Year	2003
Description	Author affiliation: Dept. of Aerosp. Eng., Technion-Israel Inst. of Technol., Haifa, Israel (Rapoport, I.; Oshman, Y.)
Abstract	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 presented sequential version of the Cramer-Rao lower bound (CRLB) for general nonlinear systems. To facilitate the calculation of the lower bound for this class of systems, the discrete distribution of the fault indicators is approximated by a continuous one and the lower bound is obtained via a limiting process applied to the approximating system. The results presented in this paper facilitate a relatively simple calculation of a nontrivial lower bound for the state vector of systems with faulty measurements. The CRLB-type lower bound for the interruption process variables is trivially zero, however, a non-trivial, non-CRLB-type bound for these variables has been recently presented elsewhere by the authors.
Sponsorship	Honeywell Lab. Xerox Nat. Instruments Math Works
Starting Page	4853
Ending Page	4858
File Size	377572
Page Count	6
File Format	PDF
ISBN	0780379241
ISSN	01912216
DOI	10.1109/CDC.2003.1272366
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2003-12-09
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Estimation error Nonlinear systems Parameter estimation Navigation Control systems Filtering Degradation Random variables Random processes State estimation
Content Type	Text
Resource Type	Article

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