2004
DOI: 10.1109/tsp.2004.831906
|View full text |Cite
|
Sign up to set email alerts
|

A Comparison of Two CramÉr–Rao Bounds for Nonlinear Filtering with<tex>$rm P_d ≪ 1$</tex>

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
2
1

Citation Types

2
60
0

Year Published

2009
2009
2022
2022

Publication Types

Select...
4
3
2

Relationship

0
9

Authors

Journals

citations
Cited by 66 publications
(62 citation statements)
references
References 21 publications
2
60
0
Order By: Relevance
“…where n s is the number of measurement sequence realisations considered, andJ r (X) is the conditional FIM for measurement sequence realisation r. This is referred to the "enumeration" bound [29] and has been shown to be the least optimistic formulation of the CRLB [30] for the case P d < 1. The CRLB location root mean square error (RMSE) is then given as follows:…”
Section: Cramér-rao Lower Boundmentioning
confidence: 99%
“…where n s is the number of measurement sequence realisations considered, andJ r (X) is the conditional FIM for measurement sequence realisation r. This is referred to the "enumeration" bound [29] and has been shown to be the least optimistic formulation of the CRLB [30] for the case P d < 1. The CRLB location root mean square error (RMSE) is then given as follows:…”
Section: Cramér-rao Lower Boundmentioning
confidence: 99%
“…CRLB, defined as the inverse of the Fisher Information Matrix, is used widely in nonlinear filtering where it offers the best attainable second-order error performance, while no closed-form solution exists for the nonlinear filtering problem [115][116][117].…”
Section: Applications Of Cramer-rao Lower Bound (Crlb)mentioning
confidence: 99%
“…Alternatively, the Fisher information matrix can be calculated using Riccati-like recursions [115,117], where, We employ the Vegas Adaptive Monte Carlo Algorithm [124,125] for calculating the expectation in (5.27). The implementation of this method is not as straightforward as that of the MI as the integrals involved must be computed during the recognition phase.…”
Section: A Recursive Formulation For Posterior Crlbmentioning
confidence: 99%
“…The existing performance evaluation methods based on the Cramér-Rao lower bound (CRLB) [24][25][26] are not applicable for such a JDE algorithm since CRLB only considers the estimation error but not the detection error. Within the random finite set (RFS) framework, Rezaeian and Vo [27] derived the JDE error bound for a point target in the presence of clutters and missed detections.…”
Section: Introductionmentioning
confidence: 99%