Tighter alternatives to the Cramer-Rao lower bound for discrete-time filtering
The Cramér-Rao Lower Bound establishes a fundamental performance baseline for gauging parameter estimation accuracy in tracking and data fusion. However, it is known to be a weak lower bound for some problems. This paper presents a set of tighter alternatives: the Bhattacharyya, Bobrovsky-Zakai and...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
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2005
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| _version_ | 1797089272159797248 |
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| author | Reece, S Nicholson, D IEEE |
| author_facet | Reece, S Nicholson, D IEEE |
| author_sort | Reece, S |
| collection | OXFORD |
| description | The Cramér-Rao Lower Bound establishes a fundamental performance baseline for gauging parameter estimation accuracy in tracking and data fusion. However, it is known to be a weak lower bound for some problems. This paper presents a set of tighter alternatives: the Bhattacharyya, Bobrovsky-Zakai and Weiss-Weinstein lower bounds. General mathematical expressions are obtained for these bounds and their calculation is described. Then the bounds are applied to a nonlinear/non-Gaussian estimation problem. It is found that the alternative bounds are tighter than the Cramér-Rao bound, but they are still somewhat conservative. © 2005 IEEE. |
| first_indexed | 2024-03-07T03:01:59Z |
| format | Journal article |
| id | oxford-uuid:b1459e2d-a948-4b84-8b37-6625aec05290 |
| institution | University of Oxford |
| language | English |
| last_indexed | 2024-03-07T03:01:59Z |
| publishDate | 2005 |
| record_format | dspace |
| spelling | oxford-uuid:b1459e2d-a948-4b84-8b37-6625aec052902022-03-27T04:02:41ZTighter alternatives to the Cramer-Rao lower bound for discrete-time filteringJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:b1459e2d-a948-4b84-8b37-6625aec05290EnglishSymplectic Elements at Oxford2005Reece, SNicholson, DIEEEThe Cramér-Rao Lower Bound establishes a fundamental performance baseline for gauging parameter estimation accuracy in tracking and data fusion. However, it is known to be a weak lower bound for some problems. This paper presents a set of tighter alternatives: the Bhattacharyya, Bobrovsky-Zakai and Weiss-Weinstein lower bounds. General mathematical expressions are obtained for these bounds and their calculation is described. Then the bounds are applied to a nonlinear/non-Gaussian estimation problem. It is found that the alternative bounds are tighter than the Cramér-Rao bound, but they are still somewhat conservative. © 2005 IEEE. |
| spellingShingle | Reece, S Nicholson, D IEEE Tighter alternatives to the Cramer-Rao lower bound for discrete-time filtering |
| title | Tighter alternatives to the Cramer-Rao lower bound for discrete-time filtering |
| title_full | Tighter alternatives to the Cramer-Rao lower bound for discrete-time filtering |
| title_fullStr | Tighter alternatives to the Cramer-Rao lower bound for discrete-time filtering |
| title_full_unstemmed | Tighter alternatives to the Cramer-Rao lower bound for discrete-time filtering |
| title_short | Tighter alternatives to the Cramer-Rao lower bound for discrete-time filtering |
| title_sort | tighter alternatives to the cramer rao lower bound for discrete time filtering |
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