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Derivation of a Bayesian Bhattacharyya bound for discrete-time filtering
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, Faculty of Science & Engineering. Linköpings universitet.
2017 (English)Report (Other academic)
Abstract [en]

In this report, the derivation of the Bayesian Bhattacharyya bound for discrete-time filtering as proposed by Reece and Nicholson [1] is revisited. It turns out that the general results presented in [1] are incorrect, as some expectations appearing in the information matrix recursions are missing. This report presents the corrected results and it is argued that the missing expectations are only zero in a number of special cases. A nonlinear toy example is used to illustrate when this is not the case.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2017. , p. 33
Series
LiTH-ISY-R, ISSN 1400-3902 ; 3099
Keywords [en]
Bayesian bounds, Bhattacharyya bounds, nonlinear filtering, state estimation
National Category
Signal Processing
Identifiers
URN: urn:nbn:se:liu:diva-139162ISRN: LiTH-ISY-R-3099Libris ID: 20885267OAI: oai:DiVA.org:liu-139162DiVA, id: diva2:1119299
Funder
ELLIIT - The Linköping‐Lund Initiative on IT and Mobile CommunicationsAvailable from: 2017-07-03 Created: 2017-07-03 Last updated: 2018-06-12Bibliographically approved

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Derivation of a Bayesian Bhattacharyya bound for discrete-time filtering(664 kB)5 downloads
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Fritsche, Carsten

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Automatic ControlFaculty of Science & Engineering
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CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf