%0 Journal Article
%T Research on the Relationship between Cramer-Rao Lower Bound and Location of Missing Data with Incomplete Measurements<br>不完全量测下Cramer-Rao下界与数据丢失位置的关系
%A XU Zhi-Gang CHEN Li MU Yu-Qiang SHENG An-Dong School of Automation
%A Nanjing University of Science
%A Technology
%A Nanjing School of Sciences
%A Huaihai Institute of Technology
%A Lianyungang
%A <br>许志刚
%A 陈黎
%A 穆育强
%A 盛安冬
%J 自动化学报
%D 2009
%I 
%X Since the stochastic detection/miss sequences are introduced, Cramer-Rao lower bound (CRLB) for state estimation becomes stochastic. Considering a correlation phenomenon between CRLB and location of missing data (LMD) for incomplete measurements systems in the case where the probability of detection is less than unity, the influence of LMD upon the CRLB is discussed for discrete-time random system. It is a novel result that under certain conditions the modified CRLB is a monotonically decreasing function of LMD by use of Lyapunov inequality. Moreover, a pairs of upper and lower bounds of CRLB are also presented for a deterministic probability of detection. The numeral simulations reveal that the upper and lower bounds of CRLB approach the theoretic CRLB as the probability of detection increases.
%K Estimation
%K incomplete measurements
%K Cramer-Rao lower bound (CRLB)
%K Lyapunov stability<br>估计
%K 不完全量测
%K Cramer-Rao下界
%K Lyapunov稳定性
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=E76622685B64B2AA896A7F777B64EB3A&aid=9DFE5015BBF3D7CD779C0284681AACB6&yid=DE12191FBD62783C&vid=6209D9E8050195F5&iid=5D311CA918CA9A03&sid=4AB97D697AC3192E&eid=3395C64999261B75&journal_id=0254-4156&journal_name=自动化学报&referenced_num=0&reference_num=0