A fresh look at Bayesian Cramér-Rao bounds for discrete-time nonlinear filtering
Paper i 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.

Författare

C. Fritsche

IFEN GmbH

E. Özkan

Linköpings universitet

Lennart Svensson

Chalmers, Signaler och system, Signalbehandling och medicinsk teknik, Signalbehandling

F. Gustafsson

Linköpings universitet

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

Art. no. 6916255-

Styrkeområden

Informations- och kommunikationsteknik

Transport

Ämneskategorier

Elektroteknik och elektronik

Signalbehandling

ISBN

978-849012355-3

Mer information

Senast uppdaterat

2018-02-28