Approximating Posterior Cramér-Rao Bounds for Nonlinear Filtering Problems Using Gaussian Mixture Models

Computer Science

• Gaussian Mixture Model 100%
• Nonlinear Filtering 100%
• State Variable 50%
• Nonlinear Function 50%
• Additive White Gaussian Noise 50%
• Mathematical Expectation 50%
• Monte Carlo Integration 50%

Mathematics

• Largest Component 50%
• Covariance Component 50%