Marginal Weiss-Weinstein bounds for discrete-time filtering
2015 (English)In: 2015 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP): Proceedings, IEEE , 2015, 3487-3491 p.Conference paper (Refereed)
A marginal version of the Weiss-Weinstein bound (WWB) is proposed for discrete-time nonlinear filtering. The proposed bound is calculated analytically for linear Gaussian systems and approximately for nonlinear systems using a particle filtering scheme. Via simulation studies, it is shown that the marginal bounds are tighter than their joint counterparts.
Place, publisher, year, edition, pages
IEEE , 2015. 3487-3491 p.
, International Conference on Acoustics Speech and Signal Processing ICASSP, ISSN 1520-6149
Bayesian bounds, Weiss-Weinstein bound, nonlinear filtering
IdentifiersURN: urn:nbn:se:liu:diva-121623DOI: 10.1109/ICASSP.2015.7178619ISI: 000368452403126ISBN: 978-1-4673-6997-8OAI: oai:DiVA.org:liu-121623DiVA: diva2:857372
40th IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP)