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Bayesian Bhattacharyya bound for discrete-time filtering revisited
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, Faculty of Science & Engineering.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, Faculty of Science & Engineering.ORCID iD: 0000-0003-3270-171X
2017 (English)In: Proc. of 2017 IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP), 2017, p. 719-723Conference paper, Published paper (Refereed)
Abstract [en]

In this paper, the derivation of the Bayesian Bhattacharyya bound for discrete-time filtering as proposed ina paper by Reece and Nicholson is revisited. It turns out that the results presented in the aforementioned contribution are incorrect, as some expectations appearing in the information matrix recursions are missing. This paper gives a generalized derivation of the N-th order Bayesian Bhattacharyya bound and presents corrected expressions for the case N = 2. A nonlinear toy example is used to illustrate the results

Place, publisher, year, edition, pages
2017. p. 719-723
Keyword [en]
Bhattacharyya bound, nonlinear filtering, mean square error inequality
National Category
Signal Processing
Identifiers
URN: urn:nbn:se:liu:diva-144022OAI: oai:DiVA.org:liu-144022DiVA: diva2:1170435
Conference
2017 IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP), Curacao, Dutch Antilles, Dec. 10-13, 2017
Funder
ELLIIT - The Linköping‐Lund Initiative on IT and Mobile Communications
Available from: 2018-01-03 Created: 2018-01-03 Last updated: 2018-01-16Bibliographically approved

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Fritsche, CarstenGustafsson, Fredrik

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  • de-DE
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  • nn-NB
  • sv-SE
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More languages
Output format
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  • text
  • asciidoc
  • rtf