A fresh look at Bayesian Cramér-Rao bounds for discrete-time nonlinear filtering
Paper in proceeding, 2014

In this paper, we aim to relate different Bayesian Cramér-Rao bounds which appear in the discrete-time nonlinear filtering literature in a single framework. A comparative theoretical analysis of the bounds is provided in order to relate their tightness. The results can be used to provide a lower bound on the mean square error in nonlinear filtering. The findings are illustrated and verified by numerical experiments where the tightness of the bounds are compared.


C. Fritsche


E. Özkan

Linköping University

Lennart Svensson

Chalmers, Signals and Systems, Signal Processing and Biomedical Engineering

F. Gustafsson

Linköping University

17th International Conference on Information Fusion, FUSION 2014; Salamanca; Spain; 7 July 2014 through 10 July 2014

Art. no. 6916255-
978-849012355-3 (ISBN)

Areas of Advance

Information and Communication Technology


Subject Categories

Electrical Engineering, Electronic Engineering, Information Engineering

Signal Processing



More information

Latest update