• DocumentCode
    263279
  • Title

    A fresh look at Bayesian Cram??r-Rao bounds for discrete-time nonlinear filtering

  • Author

    Fritsche, Carsten ; Ozkan, Emre ; Svensson, Lars ; Gustafsson, Fredrik

  • Author_Institution
    IFEN GmbH, Poing, Germany
  • fYear
    2014
  • fDate
    7-10 July 2014
  • Firstpage
    1
  • Lastpage
    8
  • Abstract
    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.
  • Keywords
    belief networks; mean square error methods; nonlinear filters; statistical analysis; Bayesian Cramér-Rao bounds; discrete-time nonlinear filtering literature; mean square error; Approximation methods; Bayes methods; Complexity theory; Current measurement; Joints; Linear matrix inequalities; Vectors;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Fusion (FUSION), 2014 17th International Conference on
  • Conference_Location
    Salamanca
  • Type

    conf

  • Filename
    6916255
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=263279