MARGINAL WEISS-WEINSTEIN BOUNDS FOR DISCRETE-TIME FILTERING

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

40th IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Brisbane, Avustralya, 19 - 24 Nisan 2015, ss.3487-3491 identifier identifier

  • Yayın Türü: Bildiri / Tam Metin Bildiri
  • Basıldığı Şehir: Brisbane
  • Basıldığı Ülke: Avustralya
  • Sayfa Sayıları: ss.3487-3491
  • Orta Doğu Teknik Üniversitesi Adresli: Evet

Özet

A marginal version of the Weiss-Weinstein bound (WWB) is proposed for discrete-time nonlinear filtering. The proposed bound is calculated analytically for linear Gaussian systems and approximately for nonlinear systems using a particle filtering scheme. Via simulation studies, it is shown that the marginal bounds are tighter than their joint counterparts.