5 accepted papers
It has been shown lately that any "standard" Bayesian lower bound (BLB) on the mean squared error (MSE) of the Weiss-Weinstein family (WWF) admits a "tighter" form which upper bounds the "standard" form. Applied to the Bayesian Cramér-Rao bound (BCRB), this result suggests to redefine the concept of…
In this paper, marginal versions of the Bayesian Bhattacharyya lower bound (BBLB), which is a tighter alternative to the classical Bayesian Cramér- Rao bound, for discrete-time filtering are proposed. Expressions for the second and third-order marginal BBLBs are obtained and it is shown how these ca…
Parametric Cramér-Rao lower bounds (CRLBs) are given for discrete-time systems with non-zero process noise. Recursive expressions for the conditional bias and mean-square-error (MSE) (given a specific state sequence) are obtained for Kalman filter estimating the states of a linear Gaussian system. I…
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 m…
Cramér-Rao lower bounds (CRLBs) are proposed for deterministic parameter estimation under model mismatch conditions where the assumed data model used in the design of the estimators differs from the true data model. The proposed CRLBs are defined for the family of estimators that may have a specifie…