Marginal Bayesian Bhattacharyya Bounds for discrete-time filtering [Elektronisk resurs]
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Fritsche, Carsten, 1978- (författare)
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IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 10-20 April, Calgary, Canada, 2018
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Orguner, Umut (författare)
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Özkan, Emre (författare)
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Gustafsson, Fredrik, 1964- (författare)
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Linköpings universitet Institutionen för systemteknik (utgivare)
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Linköpings universitet Tekniska fakulteten (utgivare)
- Publicerad: IEEE, 2018
- Engelska.
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Serie: IEEE International Conference on Acoustics, Speech and Signal Processing
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Ingår i: Proc. of 2018 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), Calgary, Canada, 2018. ; 4289-4293
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Sammanfattning
Ämnesord
Stäng
- In this paper, marginal versions of the Bayesian Bhattacharyya lower bound (BBLB), which is a tighter alternative to the classical Bayesian Cramer-Rao bound, for discrete-time filtering are proposed. Expressions for the second and third-order marginal BBLBs are obtained and it is shown how these can be approximately calculated using particle filtering. A simulation example shows that the proposed bounds predict the achievable performance of the filtering algorithms better.
Ämnesord
- Engineering and Technology (hsv)
- Electrical Engineering, Electronic Engineering, Information Engineering (hsv)
- Signal Processing (hsv)
- Teknik och teknologier (hsv)
- Elektroteknik och elektronik (hsv)
- Signalbehandling (hsv)
Indexterm och SAB-rubrik
- Performance bounds
- Bayesian estimation
- Bhattacharyya bounds
- nonlinear filtering
- particle filter
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