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

C. Fritsche ; E. Özkan ; Lennart Svensson (Institutionen för signaler och system, Signalbehandling) ; F. Gustafsson
17th International Conference on Information Fusion, FUSION 2014; Salamanca; Spain; 7 July 2014 through 10 July 2014 p. Art. no. 6916255. (2014)
[Konferensbidrag, refereegranskat]

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.

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Denna post skapades 2014-12-02. Senast ändrad 2016-01-04.
CPL Pubid: 207096