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, Canada, 15 - 20 April 2018, pp.4289-4293 identifier identifier

  • Publication Type: Conference Paper / Full Text
  • City: Calgary
  • Country: Canada
  • Page Numbers: pp.4289-4293
  • Middle East Technical University Affiliated: Yes

Abstract

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.