MARGINAL WEISS-WEINSTEIN BOUNDS FOR DISCRETE-TIME FILTERING
40th IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Brisbane, Avustralya, 19 - 24 Nisan 2015, ss.3487-3491, (Tam Metin Bildiri)
- 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.