MARGINAL BAYESIAN BHATTACHARYYA BOUNDS FOR DISCRETE-TIME FILTERING

Fritsche C., ORGUNER U., ÖZKAN E., Gustafsson F.

IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), Calgary, Kanada, 15 - 20 Nisan 2018, ss.4289-4293 identifier identifier

  • Yayın Türü: Bildiri / Tam Metin Bildiri
  • Basıldığı Şehir: Calgary
  • Basıldığı Ülke: Kanada
  • Sayfa Sayıları: ss.4289-4293
  • Orta Doğu Teknik Üniversitesi Adresli: Evet

Özet

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.