The posterior Cramer-Rao lower bound (PCRLB) derived in [1] provides a bound on the mean square error (MSE) obtained with any nonlinear state filter. Computing the PCRLB involves solving complex, multi-dimensional expectations, which do not lend themselves to an easy analytical solution. Furthermore, any attempt to approximate it using numerical or simulation-based approaches require a priori access to the true states, which may not be available, except in simulations or in carefully designed experiments. To allow recursive approximation of the PCRLB when the states are hidden or unmeasured, a new approach based on sequential Monte-Carlo (SMC) or particle filters (PFs) is proposed. The approach uses SMC methods to estimate the hidden states using a sequence of the available sensor measurements. The developed method is general and can be used to approximate the PCRLB in nonlinear systems with non-Gaussian state and sensor noise. The efficacy of the developed method is illustrated on two simulation examples, including a practical problem of ballistic target tracking at reentry phase.


    Zugriff

    Zugriff prüfen

    Verfügbarkeit in meiner Bibliothek prüfen

    Bestellung bei Subito €


    Exportieren, teilen und zitieren



    Titel :

    A Particle Filter Approach to Approximate Posterior Cramer-Rao Lower Bound: The Case of Hidden States


    Beteiligte:
    Tulsyan, Aditya (Autor:in) / Biao Huang (Autor:in) / Gopaluni, R. Bhushan (Autor:in) / Forbes, J. Fraser (Autor:in)


    Erscheinungsdatum :

    01.10.2013


    Format / Umfang :

    2191479 byte




    Medientyp :

    Aufsatz (Zeitschrift)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch




    An Approximate Cramer–Rao Lower Bound for Multiple LFMCW Signals

    Hamschin, Brandon M. / Grabbe, Michael T. | IEEE | 2017


    Cramer–Rao Lower Bound

    Zarchan, Paul / Musoff, Howard | AIAA | 2015



    APPLYING THE CRAMER-RAO LOWER BOUND TO SPECTROSCOPIC MEASUREMENTS

    Ireland, J. / European Space Agency | British Library Conference Proceedings | 2005