St. Petersburg Polytechnic University Journal: Physics and Mathematics Научно-технические ведомости СПбГПУ. Физико-математические науки 2304-9782, 2618-8686, 2405-7223 9 Recursive computation of the Cramer – Rao bounds for the Bayesian models with nonlinear measurements and the constant state vector Рекуррентное вычисление нижних границ Рао – Крамера в байесовских задачах с нелинейными измерениями при постоянном векторе состояния Arseniev Dmitry Berkovskiy Nikolay berkovsk@mail.ru 10 12 2012 4 158 57 64

The recursive expression for the Cramer − Rao bounds on the condition that state vector is constant has been presented. Derivation of the main formula is considered. The effectiveness of the proposed recursive method has been illustrated by applying to Вearings-only tracking.

 Cramer − Rao bounds Bayesian estimation Monte-Carlo method bearings-only tracking