Recursive formulas are derived for computing the Cramer-Rao lower bound on the error covariance matrix associated with estimating the state vector of a moving target from a sequence of biased and temporally correlated measurements. The discussion is limited to deterministic motion with no process noise. Furthermore, the nonlinear mapping from the target state space to the observation space is assumed to be corrupted by additive noise. When the measurement noise process becomes temporally decorrelated, the recursive relation for computing the Cramer-Rao lower bound reduces to that originally obtained by Taylor [1]. Specific noise models are examined, and results are illustrated using an example. For the special case of the random walk process, it is shown that the recursive formula for the Cram¿Rao lower bound reduces to the error covariance propagation equations of the prewhitening filter of Bryson and Henrikson [2].


    Zugriff

    Zugriff prüfen

    Verfügbarkeit in meiner Bibliothek prüfen

    Bestellung bei Subito €


    Exportieren, teilen und zitieren



    Titel :

    Cramer-Rao Bounds for Target Tracking Problems Involving Colored Measurement Noise


    Beteiligte:
    Lambert, H. C. (Autor:in)


    Erscheinungsdatum :

    01.01.2012


    Format / Umfang :

    614922 byte




    Medientyp :

    Aufsatz (Zeitschrift)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch




    Posterior Cramer-Rao bounds for multi-target tracking

    Hue, C. / Le Cadre, J.-P. / Perez, P. | IEEE | 2006


    Use of Cramer-Rao Bounds on Flight Data with Colored Residuals

    Richard E. Maine / Kenneth W. Illiff | AIAA | 1981


    Maneuvering target tracking with colored noise

    Wen-Rong Wu / Dah-Chung Chang | IEEE | 1996


    Maneuvering Target Tracking with Colored Noise

    Wu, W.-R. | Online Contents | 1996