MARGINAL WEISS-WEINSTEIN BOUNDS FOR DISCRETE-TIME FILTERING

Date

2015-04-24

Author

Fritsche, Carsten
Özkan, Emre
Orguner, Umut
Gustafsson, Fredrik

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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.

Subject Keywords

Bayesian bounds, Weiss-Weinstein bound, Nonlinear filtering

URI

https://hdl.handle.net/11511/54458

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Department of Electrical and Electronics Engineering, Conference / Seminar

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Citation Formats

C. Fritsche, E. Özkan, U. Orguner, and F. Gustafsson, “MARGINAL WEISS-WEINSTEIN BOUNDS FOR DISCRETE-TIME FILTERING,” 2015, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/54458.