Fritsche, Carsten
Orguner, Umut
Gustafsson, Fredrik
Parametric Cramer-Rao lower bounds (CRLBs) are given for discrete-time systems with non-zero process noise. Recursive expressions for the conditional bias and mean-square-error (MSE) (given a specific state sequence) are obtained for Kalman filter estimating the states of a linear Gaussian system. It is discussed that Kalman filter is conditionally biased with a non-zero process noise realization in the given state sequence. Recursive parametric CRLBs are obtained for biased estimators for linear state estimators of linear Gaussian systems. Simulation studies are conducted where it is shown that Kalman filter is not an efficient estimator in a conditional sense.


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The Dirac equation is solved approximately for the Woods-Saxon potential and a tensor potential with the arbitrary spin-orbit coupling quantum number kappa under pseudospin and spin symmetry. The energy eigenvalues and the Dirac spinors are obtained in terms of hypergeometric functions. The energy eigenvalues are calculated numerically.
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A nonlinear filtering method is developed for continuous-time nonlinear systems with observations/measurements carried out in discrete-time by means of UKFaided Gaussian sum representations. The time evolution of the probability density function (pdf) of the state variables (or the a priori pdf) is approximated by solving the Fokker-Planck equation numerically using Euler’s method. At every Euler step, the values of the a priori pdf are evaluated at deterministic sample points. These values are used with Ga...
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We obtain concrete upper bounds on the algebraic immunity of a class of highly nonlinear plateaued functions without linear structures than the one was given recently in 2017, Cusick. Moreover, we extend Cusick’s class to a much bigger explicit class and we show that our class has better algebraic immunity by an explicit example. We also give a new notion of linear translator, which includes the Frobenius linear translator given in 2018, Cepak, Pasalic and Muratović-Ribić as a special case. We find some app...
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Structural coupling methods are widely used in predicting dynamics of coupled systems. In this study, the reverse problem, i.e. predicting the dynamic behavior of a particular subsystem from the knowledge of the dynamics of the overall system and of all the other subsystems, is studied. This problem arises when a substructure cannot be measured separately, but only when coupled to neighboring substructures. The dynamic decoupling problem of coupled linear structures is well investigated in literature. Howev...
Citation Formats
C. Fritsche, U. Orguner, and F. Gustafsson, “ON PARAMETRIC LOWER BOUNDS FOR DISCRETE-TIME FILTERING,” 2016, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/53898.