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

  • Basıldığı Şehir: Calgary
  • Basıldığı Ülke: Kanada
  • Sayfa Sayıları: ss.4289-4293

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.