MARGINAL BAYESIAN BHATTACHARYYA BOUNDS FOR DISCRETE-TIME FILTERING

2018-04-20
Fritsche, Carsten
Orguner, Umut
Özkan, Emre
Gustafsson, Fredrik
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.

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Citation Formats
C. Fritsche, U. Orguner, E. Özkan, and F. Gustafsson, “MARGINAL BAYESIAN BHATTACHARYYA BOUNDS FOR DISCRETE-TIME FILTERING,” presented at the IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), Calgary, CANADA, 2018, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/53245.