Abstract
摘要: 随机探测/丢失序列的引入使得状态估计中的Cramer-Rao下界(Cramer-Rao lower bound, CRLB)具有随机性; 在探测概率小于1的不完全量测系统中, 针对CRLB与数据丢失位置(Location of missing data, LMD)之间呈现出的某种关联现象, 讨论了离散随机系统中LMD对CRLB的影响; 利用Lyapunov不等式, 给出了一定条件下变形CRLB与LMD满足单调递减函数关系这一新结论; 同时在给定探测率下, 给出了一组CRLB上下界计算方法, 数字仿真表明探测率越高, 上下界越接近理论CRLB. 关键词: 估计 / 不完全量测 / Cramer-Rao下界 / Lyapunov稳定性
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