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Marginal Bayesian Bhattacharyya Bounds for discrete-time filtering
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, Faculty of Science & Engineering.
Middle East Technical University, Turkey.
Middle East Technical University, Turkey.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, Faculty of Science & Engineering.ORCID iD: 0000-0003-3270-171X
2018 (English)In: Proc. of 2018 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), Calgary, Canada, 2018, IEEE, 2018, p. 4289-4293Conference paper, Published paper (Refereed)
Abstract [en]

In this paper, marginal versions of the Bayesian Bhattacharyya lower bound (BBLB), which is a tighter alternative to the classical Bayesian Cramer-Rao bound, for discrete-time filtering are proposed. Expressions for the second and third-order marginal BBLBs are obtained and it is shown how these can be approximately calculated using particle filtering. A simulation example shows that the proposed bounds predict the achievable performance of the filtering algorithms better.

Place, publisher, year, edition, pages
IEEE, 2018. p. 4289-4293
Series
IEEE International Conference on Acoustics, Speech and Signal Processing
Keywords [en]
Performance bounds, Bayesian estimation, Bhattacharyya bounds, nonlinear filtering, particle filter
National Category
Signal Processing
Identifiers
URN: urn:nbn:se:liu:diva-148405DOI: 10.1109/ICASSP.2018.8462163ISI: 000446384604091ISBN: 978-1-5386-4659-5 (print)ISBN: 978-1-5386-4658-8 (electronic)OAI: oai:DiVA.org:liu-148405DiVA, id: diva2:1215600
Conference
IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 10-20 April, Calgary, Canada, 2018
Funder
ELLIIT - The Linköping‐Lund Initiative on IT and Mobile Communications
Note

Funding agencies: ELLIIT

Available from: 2018-06-08 Created: 2018-06-08 Last updated: 2019-06-19Bibliographically approved

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Fritsche, CarstenGustafsson, Fredrik
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