Title :
Marginal Weiss-Weinstein bounds for discrete-time filtering
Author :
Fritsche, Carsten ; Ozkan, Emre ; Orguner, Umut ; Gustafsson, Fredrik
Author_Institution :
Dept. of Electr. Eng., Linkoping Univ., Linkoping, Sweden
Abstract :
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.
Keywords :
Gaussian distribution; discrete time filters; nonlinear filters; particle filtering (numerical methods); discrete-time nonlinear filtering; linear Gaussian systems; marginal Weiss-Weinstein bounds; nonlinear systems; particle filtering scheme; Electronic mail; Filtering; Bayesian bounds; Weiss-Weinstein bound; nonlinear filtering;
Conference_Titel :
Acoustics, Speech and Signal Processing (ICASSP), 2015 IEEE International Conference on
Conference_Location :
South Brisbane, QLD
DOI :
10.1109/ICASSP.2015.7178619
