Bayesian Cramer-Rao Bound for Mobile Terminal Tracking in Mixed LOS/NLOS Environments

A computational algorithm is presented for the Bayesian Cramer-Rao lower bound (BCRB) in filtering applications with measurement noise from mixture distributions with jump Markov switching structure. Such mixture distributions are common for radio propagation in mixed line- and non-line-of-sight environments. The newly derived BCRB is tighter than earlier more general bounds proposed in literature, and thus gives a more realistic bound on actual estimation performance. The resulting BCRB can be used to compute a lower bound on root mean square error of position estimates in a large class of radio localization applications. We illustrate this on an archetypical tracking application using a nearly constant velocity model and time of arrival observations.