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Parametric Lower Bound for Nonlinear Filteringbased on Gaussian Process Regression Model
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, Faculty of Science & Engineering. (Automatic Control)ORCID iD: 0000-0003-1214-2391
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, Faculty of Science & Engineering. (Automatic control)
Ericsson AB.
2017 (English)In: 2017 20th International Conference on Information Fusion (Fusion), IEEE, 2017, p. 1-7Conference paper, Published paper (Refereed)
Abstract [en]

Assessing the fundamental performance limitationsin Bayesian filtering can be carried out using the parametricCram´er-Rao bound (CRB). The parametric CRB puts a lowerbound on mean square error (MSE) matrix conditioned on aspecific state trajectory realization. In this work, we derive theparametric CRB for state-space models, where the measurementequation is modeled by a Gaussian process regression.These models appear, for instance in proximity report-basedpositioning, where proximity reports are obtained by hardthresholding of received signal strength (RSS) measurements, thatare modeled through Gaussian process regression. The proposedparametric CRB is evaluated on selected state trajectories andfurther compared with the positioning performance obtained bythe particle filter. The results corroborate that the positioningaccuracy achieved in this framework is close to the parametricCRB.

Place, publisher, year, edition, pages
IEEE, 2017. p. 1-7
National Category
Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:liu:diva-140531DOI: 10.23919/ICIF.2017.8009640ISBN: 978-0-9964-5270-0 (electronic)ISBN: 978-1-5090-4582-2 (print)OAI: oai:DiVA.org:liu-140531DiVA: diva2:1138472
Conference
International conference on information fusion, July 10-13,2017 Xi'an, China.
Note

Funding Agencies|European Union Marie Curie training programme on Tracking in Complex Sensor Systems (TRAX) [607400]

Available from: 2017-09-05 Created: 2017-09-05 Last updated: 2018-01-04

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CiteExportLink to record
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Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
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  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
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  • asciidoc
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