By Topic

Tighter alternatives to the Cramer-Rao lower bound for discrete-time filtering

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Reece, S. ; Dept. of Eng. Sci., Oxford Univ., UK ; Nicholson, D.

The Cramer-Rao Lower Bound establishes a fundamental performance baseline for gauging parameter estimation accuracy in tracking and data fusion. However, it is known to be a weak lower bound for some problems. This paper presents a set of tighter alternatives: the Bhattacharyya, Bobrovsky-Zakai and Weiss-Weinstein lower bounds. General mathematical expressions are obtained for these bounds and their calculation is described. Then the bounds are applied to a nonlinear/non-Gaussian estimation problem. It is found that the alternative bounds are tighter than the Cramer-Rao bound, but they are still somewhat conservative.

Published in:

Information Fusion, 2005 8th International Conference on  (Volume:1 )

Date of Conference:

25-28 July 2005