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A fresh look at Bayesian Cramér-Rao bounds for discrete-time nonlinear filtering
IFEN GmbHPoing, Germany.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Department of Signals and Systems, Chalmers University of of TechnologyGöteborg, Sweden.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2014 (English)In: FUSION 2014 - 17th International Conference on Information Fusion, Institute of Electrical and Electronics Engineers Inc. , 2014, no 6916255Conference paper, Published paper (Refereed)
Abstract [en]

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.

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers Inc. , 2014. no 6916255
Series
FUSION 2014 - 17th International Conference on Information Fusion
National Category
Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:liu:diva-116441ISI: 000363896100286Scopus ID: 2-s2.0-84910674425ISBN: 9788490123553 (print)OAI: oai:DiVA.org:liu-116441DiVA: diva2:798615
Conference
17th International Conference on Information Fusion, FUSION 2014
Available from: 2015-03-27 Created: 2015-03-26 Last updated: 2015-12-14

Open Access in DiVA

fulltext(416 kB)