DocumentCode :
1062475
Title :
A comparison of two Crame´r-Rao bounds for nonlinear filtering with Pd<1
Author :
Hernandez, Marcel ; Ristic, Branko ; Farina, Alfonso ; Timmoneri, Luca
Author_Institution :
Integration Dept., QinetiQ Ltd., Malvern, UK
Volume :
52
Issue :
9
fYear :
2004
Firstpage :
2361
Lastpage :
2370
Abstract :
The paper presents a comparative study of two recently reported Crame´r-Rao lower bounds (CRLBs) for nonlinear filtering, both applicable when the probability of detection is less than unity. The first bound is the information reduction factor CRLB; the second is the enumeration method CRLB. The enumeration method is accurate but computationally expensive. We prove in the paper that the information reduction factor bound is overoptimistic, being always less than the enumeration CRLB. The theory is illustrated by two target tracking applications: ballistic object tracking and bearings-only tracking. The simulations studies confirm the theory and reveal that the information reduction factor CRLB rapidly approaches the enumeration CRLB as the scan number increases.
Keywords :
direction-of-arrival estimation; filtering theory; nonlinear filters; probability; state estimation; target tracking; Cramer-Rao lower bounds; ballistic object tracking; detection probability; enumeration method CRLB; information reduction CRLB; nonlinear filtering; target tracking; Closed-form solution; Covariance matrix; Filtering; Jacobian matrices; Navigation; Nonlinear equations; Radar tracking; State estimation; Target tracking; Time measurement; Ballistic object tracking; Cramér–Rao lower bound; bearings-only tracking; detection probability; information reduction factor; target state estimation;
fLanguage :
English
Journal_Title :
Signal Processing, IEEE Transactions on
Publisher :
ieee
ISSN :
1053-587X
Type :
jour
DOI :
10.1109/TSP.2004.831906
Filename :
1323246
Link To Document :
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