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Marginal Weiss-Weinstein bounds for discrete-time filtering
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.
Middle East Technical University, Turkey.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, Faculty of Science & Engineering.
2015 (English)In: 2015 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP): Proceedings, IEEE , 2015, 3487-3491 p.Conference paper, Published paper (Refereed)
Abstract [en]

A marginal version of the Weiss-Weinstein bound (WWB) is proposed for discrete-time nonlinear filtering. The proposed bound is calculated analytically for linear Gaussian systems and approximately for nonlinear systems using a particle filtering scheme. Via simulation studies, it is shown that the marginal bounds are tighter than their joint counterparts.

Place, publisher, year, edition, pages
IEEE , 2015. 3487-3491 p.
Series
International Conference on Acoustics Speech and Signal Processing ICASSP, ISSN 1520-6149
Keyword [en]
Bayesian bounds, Weiss-Weinstein bound, nonlinear filtering
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-121623DOI: 10.1109/ICASSP.2015.7178619ISI: 000368452403126ISBN: 978-1-4673-6997-8 (print)OAI: oai:DiVA.org:liu-121623DiVA: diva2:857372
Conference
40th IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP)
Available from: 2015-09-28 Created: 2015-09-28 Last updated: 2016-08-01Bibliographically approved

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fulltext(194 kB)101 downloads
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Fritsche, CarstenÖzkan, EmreGustafsson, Fredrik

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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