Bayesian Bhattacharyya bound for discrete-time filtering revisited [Elektronisk resurs]
-
Fritsche, Carsten, 1978- (författare)
-
2017 IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP), Curacao, Dutch Antilles, Dec. 10-13, 2017
-
Gustafsson, Fredrik, 1964- (författare)
-
Linköpings universitet Institutionen för systemteknik (utgivare)
-
Linköpings universitet Tekniska fakulteten (utgivare)
- Publicerad: 2017
- Engelska.
-
Ingår i: Proc. of 2017 IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP). - 9781538612514 - 9781538612507 - 9781538612521 ; 719-723
-
Läs hela texten
-
Läs hela texten
-
Läs hela texten
Sammanfattning
Ämnesord
Stäng
- In this paper, the derivation of the Bayesian Bhattacharyya bound for discrete-time filtering as proposed ina paper by Reece and Nicholson is revisited. It turns out that the results presented in the aforementioned contribution are incorrect, as some expectations appearing in the information matrix recursions are missing. This paper gives a generalized derivation of the N-th order Bayesian Bhattacharyya bound and presents corrected expressions for the case N = 2. A nonlinear toy example is used to illustrate the results
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
- Bhattacharyya bound
- nonlinear filtering
- mean square error inequality
Inställningar
Hjälp
Uppgift om bibliotek saknas i LIBRIS
Kontakta ditt bibliotek, eller sök utanför LIBRIS. Se högermenyn.